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Derivatives Expert Example: Monte Carlo Simulations
Author

Innova Financial Solutions
Organization: Innova Financial Solutions
URL: http://www.ifs.dk
Description

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.
Subject

*Wolfram Technology > Application Packages > Applications from Independent Developers > Derivatives Expert
Related items

*Derivatives Expert   [in Technical Notes]
*Derivatives Expert Example: Mortgage-Backed Obligations   [in Technical Notes]
*Derivatives Expert Example: Options Pricing   [in Technical Notes]
URL

http://www.wolfram.com/products/applications/derivatives
Downloads Download Wolfram CDF Player

Download
MonteCarlo.nb (272.8 KB) - Monte Carlo Simulations example notebook [for Mathematica 7.0]