Documents Variance Reduction Techniques 1

Variance Reduction Techniques Antithetic Variables Control Variates 1 2 3 Conditioning Sampling Content 4 Stratified Sampling (optional) 5 Importance Sampling  Recall…

Documents DG152 Functions

DerivaGem - Version 1.52 For Excel 2000 and more recent versions of Excel This is the Applications Builder Software that has been designed to accompany John Hull's texts:…

Documents Review of Monte Carlo Methods In Quantitative Finance

REVIEW OF MONTE CARLO METHODS IN QUANTITATIVE FINANCE Practical comparison of Monte Carlo and quasi-Monte Carlo simulations in option valuation Bachelor’s Thesis Accounting…