Two concrete FinTech applications of QMC Article Swipe
Related Concepts
Portfolio
Financial engineering
Monte Carlo method
Derivative (finance)
Computer science
Risk management
Credit risk
Selection (genetic algorithm)
Actuarial science
Economics
Risk analysis (engineering)
Financial economics
Business
Mathematics
Finance
Artificial intelligence
Statistics
Gerhard Larcher
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YOU?
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· 2020
· Open Access
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· DOI: https://doi.org/10.24350/cirm.v.19664103
· OA: W3118443359
YOU?
·
· 2020
· Open Access
·
· DOI: https://doi.org/10.24350/cirm.v.19664103
· OA: W3118443359
I present the basics and numerical result of two (or three) concrete applications of quasi-Monte-Carlo methods in financial engineering. The applications are in: derivative pricing, in portfolio selection, and in credit risk management.
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