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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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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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