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Approval Name: Ashkan Ziabakhshdeylami Lauren Looi Degree: Title of Project: Massively parallelized Monte Carlo simulation and its applications in finance We review the basic principles of quasi-Monte Carlo (QMC) methods, the randomizations that turn them into variance-reduction techniques, the integration error and

MONTE CARLO SIMULATION AND FINANCE Don L. McLeish September, 2004. ii. Contents 1 Introduction 1 2 Some Basic Theory of Finance 13 3 Basic Monte Carlo … MONTE CARLO SIMULATION AND FINANCE Don L. McLeish September, 2004. ii. Contents 1 Introduction 1 2 Some Basic Theory of Finance 13 3 Basic Monte Carlo …

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Get this from a library! Monte Carlo simulation with applications to finance. [Hui Wang] -- "Preface This book can serve as the text for a one-semester course on Simulation and Monte Carlo: With applications in finance and MCMC. Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation.

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Simulation and Monte Carlo is aimed at students studying for degrees in Mathematics, Statistics, Financial Mathematics, Operational Research, Computer Science, and allied subjects, who wish an up-to-date account of the theory and practice of Simulation. Monte Carlo Simulation with Applications to Finance by Hui Wang, 9781439858240, available at Book Depository with free delivery worldwide.

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