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Derivatives Expert Example: Monte Carlo Simulations
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Organization: | Innova Financial Solutions |
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Statistical Monte Carlo simulation methods are useful for many purposes, including estimation of prices (values) of financial securities and derivatives. Derivatives Expert includes easy to use Monte Carlo simulation functionality to do exactly this, and more.
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http://www.wolfram.com/products/applications/derivatives
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| MonteCarlo.nb (272.8 KB) - Monte Carlo Simulations example notebook [for Mathematica 7.0] |
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