Simulation of Prices, Rates and Cash Flows (A) Case Solution
Expressly describes the best way to ascertain the statistical properties of these variables and considers the most common propagation models for monetary variants and model their future values.
This note focuses on the mean reversion, jump diffusion, geometric Brownian motion as well as arithmetic Brownian motion processes. Exercises and several examples are supplied from the petroleum industry.
This is just an excerpt. This case is about FINANCE & ACCOUNTING
PUBLICATION DATE: December 17, 2002
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