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Foundations and Methods of Stochastic Simulation : A First Course
Nelson, Barry L. - 2013
Why Do We Simulate? -- Simulation Programming: Quick Start -- Examples -- Simulation Programming with VBASim -- Two … Views of Simulation -- Simulation Input -- Simulation Output -- Experiment Design and Analysis -- Simulation for Research …This graduate-level text covers modeling, programming and analysis of simulation experiments and provides a rigorous …
Persistent link: https://www.econbiz.de/10014016471
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Simulation stochastischer Systeme : Eine anwendungsorientierte Einführung
Waldmann, Karl-Heinz - 2016
Inhaltsverzeichnis -- Einführung -- Erzeugung von Zufallsvariablen -- Ereignisorientierte Simulation -- Output Analyse …Das vorliegende Lehrbuch ist eine umfassende Einführung in die Simulation stochastischer Systeme. Auf 400 Seiten wird …
Persistent link: https://www.econbiz.de/10014019624
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A Structural Framework for the Pricing of Corporate Securities : Economic and Empirical Issues
Genser, Michael (contributor) - 2006
This book is the first comprehensive treatment of structural credit risk models for the simultaneous and consistent pricing of corporate securities. Through the development of a flexible economic framework based on the firm's EBIT, the reader is taken from the economic principles of firm value...
Persistent link: https://www.econbiz.de/10013520503
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Pricing and Risk Management of Synthetic CDOs
Schlösser, Anna - 2011
-- Simulation Framework -- Conclusion … important to have a computationally fast model that can also be used in a scenario simulation framework. The well known Gaussian …
Persistent link: https://www.econbiz.de/10014015252
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Computational Methods in Financial Engineering : Essays in Honour of Manfred Gilli
Kontoghiorghes, Erricos J. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10013520902
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Modeling and Valuation of Energy Structures : Analytics, Econometrics, and Numerics
Mahoney, Daniel - 2016
Commodity markets present several challenges for quantitative modeling. These include high volatilities, small sample data sets, and physical, operational complexity. In addition, the set of traded products in commodity markets is more limited than in financial or equity markets, making value...
Persistent link: https://www.econbiz.de/10014306581