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Identifier | 000347020 | ||||||
Title | Υπολογιστικές τεχνικές στη χρηματοοικονομία | ||||||
Alternative Title | Computational methods in finance | ||||||
Author | Μωραΐτη, Μαρίνα Μιχαήλ | ||||||
Thesis advisor | Λουλάκης, Μιχάλης | ||||||
Abstract |
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Language | Greek | ||||||
Subject | Brownian motion simulation | ||||||
Derivative pricing | |||||||
Estimator efficiency | |||||||
Monte Carlo | |||||||
Random variable generation | |||||||
Value at risk | |||||||
Variance reduction | |||||||
Αξία σε κίνδυνο | |||||||
Αποτελεσματικότητα εκτιμητριών | |||||||
Ελάττωση διασποράς | |||||||
Παραγωγή τυχαίων μεταβλητών | |||||||
Προσομοίωση κίνησης Brown | |||||||
Τιμολόγηση παραγωγών | |||||||
Issue date | 2009-10-01 | ||||||
Collection | School/Department--School of Sciences and Engineering--Department of Mathematics--Post-graduate theses | ||||||
Type of Work--Post-graduate theses | |||||||
Permanent Link |
https://elocus.lib.uoc.gr//dlib/7/3/1/metadata-dlib-f60cb131646671ebdbf75f579e1ed9b7_1276847395.tkl![]() ![]() |
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