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Monte Carlo methods and models in finance and
Monte Carlo methods and models in finance and

Monte Carlo methods and models in finance and insurance by Korn R.,

Monte Carlo methods and models in finance and insurance



Download Monte Carlo methods and models in finance and insurance




Monte Carlo methods and models in finance and insurance Korn R., ebook
Publisher: CRC
ISBN: 1420076183, 9781420076189
Page: 485
Format: pdf


Many commentators and analysts now believe that a foolish over-reliance on risk-management models like VaR was partly responsible for the 2008 financial crisis. In finance it is used to create different models to solve different problem arising from finance such as simulating the stability of the financial system, how much money a company will lose in a given amount of time (VaR) and so on. From simple Portfolio Modeling to sophisticated Portfolio Optimization, Asset Allocation, Security Analysis, Financial Planning, Monte Carlo simulations and Style Analysis, AdvisoryWorld's integrated eFinance solutions will make investment planning a breeze. One of If you doubt that assertion, spend a few minutes talking to an insurance actuary. Our tools include: Retirement Planner, In-Retirement Planner, Architec(k), IRA Analyst, Education Planner, Estate Tax Planner, Insurance Planner, Risk/Reward Analysis and Monte-Carlo Simulation. Allowing you to show the variables will behave the Monte Carlo simulation will let you run and re-run the model, change the numbers and track the answer. Silver's key insight was that if you used a simple simulation method known as Monte Carlo, you could take a poll's topline numbers and its margin of error and come up with a probability forecast based on the poll. Since then it has been used in Common users of the Monte Carlo Method in the financial industry can be found in insurance companies where it is used for calculating the risk of the company going insolvent. We need a model to specify the behavior of the stock price, and we'll use one of the most common models in finance: geometric Brownian motion (GBM). Ralf Korn, Elke Korn, Gerald Kroisandt – Monte Carlo Methods and Models in Finance and Insurance.

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