John wiley sons finance monte carlo simulation and finance (draft book) 2005 isbn0471677787

A, +w ,AO#5 W 6W, #L? w Uwit }t|c 2fff L?|i?|t l Vrph Edvlf Wkhru| ri Ilqdqfh1 414 415 416 417 418 Lqwurgxfwlrq wr Sulflqj= Vlqjoh Shulrg Prghov1 1 1 1 1 1 Pxowlshulrg Prghov1 1 1 1 1 1 1 1 1 1 1 1 1 Ghwhuplqlqj wkh Surfhvv Ew= 1 1 1 1 1 1 1 1 1 1 Plqlpxp Yduldqfh Sruwirolrv dqg wkh Fdslwdo Dvvhw Sulflqj Prgho1 41714 Wkh Fdslwdo Dvvhw Sulflqj Prgho +FDSP, 1 1 1 1 Hqwurs|= fkrrvlqj d T phdvxuh 1 1 1 1 1 1 1 1 1 41814 Furvv Hqwurs| 1 1 1 1 1 1 1 1 1 1 1 1 41815 Pd{lpxp Hqwurs| 1 1 1 1 1 1 1 1 1 1 1 419 Prghov lq Frqwlqxrxv Wlph 1 1 1 1 1 1 1 1 1 1 41: Uhylhz Sureohpv 1 1 1 1 1 1 1 1 1 1 1 1 1 4 43 45 46 4; 4< 54 55 74 Edvlf Prqwh Fduor Phwkrgv 78 Yduldqfh Uhgxfwlrq Whfkqltxhv1 v, vhtxhqfh 1 1 1 1 1 1 1 1 466 467 468 468 468 469 46; 46; 46< 46< Vhqvlwlylw| Dqdo|vlv/ Hvwlpdwlqj Ghulydwlyhv dqg wkh Juhhnv1 474 814 Hvwlpdwlqj Ghulydwlyhv1 1 1 1 1 1 1 1 1 1 1 1 475 81414 Sureohp1 1 1 1 1 1 1 1 1 1 1 1 1 1 476 81415 Ghqlwlrq 1 1 1 1 1 1 1 1 1 1 1 1 1 477 81416 H{dpsoh1 1 1 1 1 1 1 1 1 1 1 1 1 1 478 81417 H{dpsoh1 Hvwlpdwlqj Yhjd1 1 1 1 1 1 1 1 1 479 81418 Jdxvvldq Txdgudwxuh1 1 1 1 1 1 1 1 1 1 1 47: 815 Lqqlwhvlpdo Shuwxuedwlrq Dqdo|vlv= Sdwkzlvh glhuhqwldwlrq1 1 47; 81514 Vhqvlwlylw| ri wkh ydoxh ri d vsuhdg rswlrq wr wkh fruuhodwlrq1484 Hvwlpdwlrq dqg Fdoleudwlrq1 486 : Plvfhoodq| 49: ; Dsshqgl{ D= Vrph Edvlf Wkhru| ri Suredelolw| 4:8 914 915 916 917 Xvlqj Klvwrulfdo Gdwd iru Glxvlrq Prghov1 1 1 1 1 1 1 Hvwlpdwlqj Yrodwlolw| 1 1 1 1 1 1 1 1 1 1 1 1 Hvwlpdwlqj Khgjh udwlrv dqg Fruuhodwlrq Frhflhqwv1 1 1 1 Hvwlpdwlrq xvlqj wkh Whup Vwuxfwxuh ri Lqwhuhvw udwhv 1 1 1 :14 Qhxudo Qhwv 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 :15 Fkdrv/ Orqj whup ghshqghqfh dqg qrq0olqhdu G|qdplfv 1 1 :16 DUFK DQG JDUFK 1 1 1 1 1 1 1 1 1 1 1 1 :1614 DUFK+4, 1 1 1 1 1 1 1 1 1 1 1 1 1 :1615 Hvwlpdwlqj Sdudphwhuv 1 1 1 1 1 1 1 1 1 1 :1616 Dndlnh*v Lqirupdwlrq Fulwhulrq 1 1 1 1 1 1 1 :1617 Whvwlqj iru DUFK hhfwv 1 1 1 1 1 1 1 1 1 :1618 H{dpsoh1 Ghxwvfkpdun H{fkdqjh 1 1 1 1 1 1 ;14 ;15 ;16 ;17 ;18 539 ;19 Suredelolw| Prghov1 1 1 1 1 1 1 1 1 1 1 1 1 1 Lqghshqghqfh dqg Frqglwlrqdo Suredelolwlhv1 1 1 1 1 1 1 H{shfwhg Ydoxhv/ Phdq/ Yduldqfhv 1 1 1 1 1 1 1 1 Glvfuhwh Elyduldwh dqg Pxowlyduldwh Glvwulexwlrqv 1 1 1 1 Frqwlqxrxv Glvwulexwlrqv 1 1 1 1 1 1 1 1 1 1 1 Vwrfkdvwlf Surfhvvhv 1 1 1 1 1 1 1 1 1 1 1 1 486 487 48; 498 49: 49; 49; 49< 49< 4:3 4:3 4:4 4:8 4:; 4;7 4;; 4