Simulation of Prices Rates and Cash Flows (A) Harvard Case Solution & Analysis

Explicitly considers the most common models of distribution of financial variables, and explains how to determine the statistical properties of these variables, and to model their future values. Covers arithmetic Brownian motion, geometric Brownian motion, mean reversion, and jump-diffusion processes. Several examples and exercises are provided from the oil industry. "Hide
by David C. Shimko 27 pages. Publication Date: December 17, 2002. Prod. #: 203056-PDF-ENG

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