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Keywords:

Monte-Carlo sign in to follow this
variance reduction sign in to follow this
stratified sampling sign in to follow this
control variate sign in to follow this
mapping sign in to follow this
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VaR Methods sign in to follow this
--Monte Carlo sign in to follow this
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Monte Carlo Within a Day
Company: Risk Professional
Company Url: Click here to open
Year Of Publication: 1999
Month Of Publication: February
Pages: 55-59
Download Count: 1243
View Count: 12723
Comment Num: 0
Language: EN
Source: article
Who Can Read: Free
Date: 9-2-2002
Publisher: Administrator
Summary
Describes how to implement Monte Carlo simulation for VaR with variance reduction methods.
Author(s)
Cardenas, Juan Sign in to follow this author
Fruchard, Emmanuel Sign in to follow this author
Picron, Jean-Francois Sign in to follow this author
Reyes, Cecilia Sign in to follow this author
Walters, Kristen Sign in to follow this author
Yang, Weiming Sign in to follow this author
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