Faster access than browser!Similarities between Monte Carlo methods in finance and Outline of finance
Monte Carlo methods in finance and Outline of finance have 44 things in common (in Unionpedia): Asian option, Binomial options pricing model, Black–Scholes model, Bond (finance), Bond option, Brownian motion, Collateralized mortgage obligation, Corporate finance, Correlation and dependence, Derivative (finance), Discounting, Exotic option, Finance, Financial adviser, Financial economics, Finite difference method, Fixed income, Fundamental theorem of asset pricing, Greeks (finance), Interest rate, Interest rate derivative, Investment, Lattice model (finance), Lévy process, Low-discrepancy sequence, Monte Carlo method, Monte Carlo methods for option pricing, Net present value, Option (finance), Option style, ..., Partial differential equation, Portfolio (finance), Present value, Probability, Probability distribution, Quasi-Monte Carlo methods in finance, Real options valuation, Risk-neutral measure, Swap (finance), Swaption, Underlying, Volatility (finance), Yield curve, 401(k). Expand index (14 more) »
Asian option
An Asian option (or average value option) is a special type of option contract.
Asian option and Monte Carlo methods in finance · Asian option and Outline of finance ·
Binomial options pricing model
In finance, the binomial options pricing model (BOPM) provides a generalizable numerical method for the valuation of options.
Binomial options pricing model and Monte Carlo methods in finance · Binomial options pricing model and Outline of finance ·
Black–Scholes model
The Black–Scholes or Black–Scholes–Merton model is a mathematical model for the dynamics of a financial market containing derivative investment instruments.
Black–Scholes model and Monte Carlo methods in finance · Black–Scholes model and Outline of finance ·
Bond (finance)
In finance, a bond is an instrument of indebtedness of the bond issuer to the holders.
Bond (finance) and Monte Carlo methods in finance · Bond (finance) and Outline of finance ·
Bond option
In finance, a bond option is an option to buy or sell a bond at a certain price on or before the option expiry date.
Bond option and Monte Carlo methods in finance · Bond option and Outline of finance ·
Brownian motion
Brownian motion or pedesis (from πήδησις "leaping") is the random motion of particles suspended in a fluid (a liquid or a gas) resulting from their collision with the fast-moving molecules in the fluid.
Brownian motion and Monte Carlo methods in finance · Brownian motion and Outline of finance ·
Collateralized mortgage obligation
A collateralized mortgage obligation (CMO) is a type of complex debt security that repackages and directs the payments of principal and interest from a collateral pool to different types and maturities of securities, thereby meeting investor needs.
Collateralized mortgage obligation and Monte Carlo methods in finance · Collateralized mortgage obligation and Outline of finance ·
Corporate finance
Corporate finance is the area of finance dealing with the sources of funding and the capital structure of corporations, the actions that managers take to increase the value of the firm to the shareholders, and the tools and analysis used to allocate financial resources.
Corporate finance and Monte Carlo methods in finance · Corporate finance and Outline of finance ·
Correlation and dependence
In statistics, dependence or association is any statistical relationship, whether causal or not, between two random variables or bivariate data.
Correlation and dependence and Monte Carlo methods in finance · Correlation and dependence and Outline of finance ·
Derivative (finance)
In finance, a derivative is a contract that derives its value from the performance of an underlying entity.
Derivative (finance) and Monte Carlo methods in finance · Derivative (finance) and Outline of finance ·
Discounting
Discounting is a financial mechanism in which a debtor obtains the right to delay payments to a creditor, for a defined period of time, in exchange for a charge or fee.
Discounting and Monte Carlo methods in finance · Discounting and Outline of finance ·
Exotic option
In finance, an exotic option is an option which has features making it more complex than commonly traded vanilla options.
Exotic option and Monte Carlo methods in finance · Exotic option and Outline of finance ·
Finance
Finance is a field that is concerned with the allocation (investment) of assets and liabilities (known as elements of the balance statement) over space and time, often under conditions of risk or uncertainty.
Finance and Monte Carlo methods in finance · Finance and Outline of finance ·
Financial adviser
A financial adviser is a professional who suggests and renders financial services to clients based on their financial situation.
Financial adviser and Monte Carlo methods in finance · Financial adviser and Outline of finance ·
Financial economics
Financial economics is the branch of economics characterized by a "concentration on monetary activities", in which "money of one type or another is likely to appear on both sides of a trade".
Financial economics and Monte Carlo methods in finance · Financial economics and Outline of finance ·
Finite difference method
In mathematics, finite-difference methods (FDM) are numerical methods for solving differential equations by approximating them with difference equations, in which finite differences approximate the derivatives.
Finite difference method and Monte Carlo methods in finance · Finite difference method and Outline of finance ·
Fixed income
Fixed income refers to any type of investment under which the borrower or issuer is obliged to make payments of a fixed amount on a fixed schedule.
Fixed income and Monte Carlo methods in finance · Fixed income and Outline of finance ·
Fundamental theorem of asset pricing
The fundamental theorems of asset pricing (also: of arbitrage, of finance) provide necessary and sufficient conditions for a market to be arbitrage free and for a market to be complete.
Fundamental theorem of asset pricing and Monte Carlo methods in finance · Fundamental theorem of asset pricing and Outline of finance ·
Greeks (finance)
In mathematical finance, the Greeks are the quantities representing the sensitivity of the price of derivatives such as options to a change in underlying parameters on which the value of an instrument or portfolio of financial instruments is dependent.
Greeks (finance) and Monte Carlo methods in finance · Greeks (finance) and Outline of finance ·
Interest rate
An interest rate is the amount of interest due per period, as a proportion of the amount lent, deposited or borrowed (called the principal sum).
Interest rate and Monte Carlo methods in finance · Interest rate and Outline of finance ·
Interest rate derivative
In finance, an interest rate derivative (IRD) is a derivative whose payments are determined through calculation techniques where the underlying benchmark product is an interest rate, or set of different interest rates.
Interest rate derivative and Monte Carlo methods in finance · Interest rate derivative and Outline of finance ·
Investment
In general, to invest is to allocate money (or sometimes another resource, such as time) in the expectation of some benefit in the future – for example, investment in durable goods, in real estate by the service industry, in factories for manufacturing, in product development, and in research and development.
Investment and Monte Carlo methods in finance · Investment and Outline of finance ·
Lattice model (finance)
In finance, a lattice model is a technique applied to the valuation of derivatives, where a discrete time model is required.
Lattice model (finance) and Monte Carlo methods in finance · Lattice model (finance) and Outline of finance ·
Lévy process
In probability theory, a Lévy process, named after the French mathematician Paul Lévy, is a stochastic process with independent, stationary increments: it represents the motion of a point whose successive displacements are random and independent, and statistically identical over different time intervals of the same length.
Lévy process and Monte Carlo methods in finance · Lévy process and Outline of finance ·
Low-discrepancy sequence
In mathematics, a low-discrepancy sequence is a sequence with the property that for all values of N, its subsequence x1,..., xN has a low discrepancy.
Low-discrepancy sequence and Monte Carlo methods in finance · Low-discrepancy sequence and Outline of finance ·
Monte Carlo method
Monte Carlo methods (or Monte Carlo experiments) are a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results.
Monte Carlo method and Monte Carlo methods in finance · Monte Carlo method and Outline of finance ·
Monte Carlo methods for option pricing
In mathematical finance, a Monte Carlo option model uses Monte Carlo methods Although the term 'Monte Carlo method' was coined by Stanislaw Ulam in the 1940s, some trace such methods to the 18th century French naturalist Buffon, and a question he asked about the results of dropping a needle randomly on a striped floor or table.
Monte Carlo methods for option pricing and Monte Carlo methods in finance · Monte Carlo methods for option pricing and Outline of finance ·
Net present value
In finance, the net present value (NPV) or net present worth (NPW) is a measurement of profit calculated by subtracting the present values (PV) of cash outflows (including initial cost) from the present values of cash inflows over a period of time.
Monte Carlo methods in finance and Net present value · Net present value and Outline of finance ·
Option (finance)
In finance, an option is a contract which gives the buyer (the owner or holder of the option) the right, but not the obligation, to buy or sell an underlying asset or instrument at a specified strike price on a specified date, depending on the form of the option.
Monte Carlo methods in finance and Option (finance) · Option (finance) and Outline of finance ·
Option style
In finance, the style or family of an option is the class into which the option falls, usually defined by the dates on which the option may be exercised.
Monte Carlo methods in finance and Option style · Option style and Outline of finance ·
Partial differential equation
In mathematics, a partial differential equation (PDE) is a differential equation that contains unknown multivariable functions and their partial derivatives.
Monte Carlo methods in finance and Partial differential equation · Outline of finance and Partial differential equation ·
Portfolio (finance)
In finance, a portfolio is a collection of investments held by an investment company, hedge fund, financial institution or individual.
Monte Carlo methods in finance and Portfolio (finance) · Outline of finance and Portfolio (finance) ·
Present value
In economics and finance, present value (PV), also known as present discounted value, is the value of an expected income stream determined as of the date of valuation.
Monte Carlo methods in finance and Present value · Outline of finance and Present value ·
Probability
Probability is the measure of the likelihood that an event will occur.
Monte Carlo methods in finance and Probability · Outline of finance and Probability ·
Probability distribution
In probability theory and statistics, a probability distribution is a mathematical function that provides the probabilities of occurrence of different possible outcomes in an experiment.
Monte Carlo methods in finance and Probability distribution · Outline of finance and Probability distribution ·
Quasi-Monte Carlo methods in finance
High-dimensional integrals in hundreds or thousands of variables occur commonly in finance.
Monte Carlo methods in finance and Quasi-Monte Carlo methods in finance · Outline of finance and Quasi-Monte Carlo methods in finance ·
Real options valuation
Real options valuation, also often termed real options analysis,Adam Borison (Stanford University).
Monte Carlo methods in finance and Real options valuation · Outline of finance and Real options valuation ·
Risk-neutral measure
In mathematical finance, a risk-neutral measure (also called an equilibrium measure, or equivalent martingale measure) is a probability measure such that each share price is exactly equal to the discounted expectation of the share price under this measure.
Monte Carlo methods in finance and Risk-neutral measure · Outline of finance and Risk-neutral measure ·
Swap (finance)
A swap is a derivative contract where two parties exchange financial instruments.
Monte Carlo methods in finance and Swap (finance) · Outline of finance and Swap (finance) ·
Swaption
A swaption is an option granting its owner the right but not the obligation to enter into an underlying swap.
Monte Carlo methods in finance and Swaption · Outline of finance and Swaption ·
Underlying
In finance, the underlying of a derivative is an asset, basket of assets, index, or even another derivative, such that the cash flows of the (former) derivative depend on the value of this underlying.
Monte Carlo methods in finance and Underlying · Outline of finance and Underlying ·
Volatility (finance)
In finance, volatility (symbol σ) is the degree of variation of a trading price series over time as measured by the standard deviation of logarithmic returns.
Monte Carlo methods in finance and Volatility (finance) · Outline of finance and Volatility (finance) ·
Yield curve
In finance, the yield curve is a curve showing several yields or interest rates across different contract lengths (2 month, 2 year, 20 year, etc....) for a similar debt contract.
Monte Carlo methods in finance and Yield curve · Outline of finance and Yield curve ·
401(k)
In the United States, a 401(k) plan is the tax-qualified, defined-contribution pension account defined in subsection 401(k) of the Internal Revenue Code.
401(k) and Monte Carlo methods in finance · 401(k) and Outline of finance ·
The list above answers the following questions
- What Monte Carlo methods in finance and Outline of finance have in common
- What are the similarities between Monte Carlo methods in finance and Outline of finance
Monte Carlo methods in finance and Outline of finance Comparison
Monte Carlo methods in finance has 101 relations, while Outline of finance has 849. As they have in common 44, the Jaccard index is 4.63% = 44 / (101 + 849).
References
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