Simulation, Pricing, Delta Hedging & Greeks Master Package Free Download

Simulation, Pricing, Delta Hedging & Greeks Master Package Free Download 3.5 out of 5 based on 16 ratings.
 

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Discover simulation techniques and apply them to situations where analytical formulas are not available;.

Learning Quantitative Finance with R . Mar 2017. 284 pages. $ 5.00. Learn.

Stochastic Simulation and Applications in Finance with MATLAB Programs explains the fundamentals of Monte Carlo simulation techniques, their use in the numerical resolution of stochastic differential equations and their current applications in finance. Building on an integrated approach, it provides a pedagogical treatment of the need-to-know materials in risk management and financial engineering.

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The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options.

Which free lunch would you like today, sir?: Delta hedging, volatility arbitrage and optimal portfolios. Wilmott magazine, pages 64–79. [Ait-Sahalia et al., 2010] Ait-Sahalia, Y., Fan, Y., and Xiu, D. (2010). High-frequency covariance estimates with noisy and asynchronous financial data.