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Hybrid Monte Carlo methods in computational finance
Alvaro Leitao Rodriguez
Numerical Analysis
Research output
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Thesis
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Dissertation (TU Delft)
257
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Dive into the research topics of 'Hybrid Monte Carlo methods in computational finance'. Together they form a unique fingerprint.
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INIS
hybrids
100%
monte carlo method
100%
flexibility
25%
convergence
25%
risks
25%
efficiency
25%
values
25%
management
25%
dimensions
25%
simulation
25%
interest rate
25%
implementation
25%
accuracy
25%
errors
25%
risk assessment
25%
cost
25%
solutions
25%
balances
25%
Economics, Econometrics and Finance
Finance
100%
Monte Carlo Simulation
100%
Derivative Pricing
25%
Options
25%
Efficiency
25%
Order
25%
Risk Management
25%
Interest Rate Risk
25%
Share
25%
Numerical Methods
25%
Cost
25%
Keyphrases
Computational Finance
100%
Hybrid Monte Carlo
100%
Interest Rate Risk
20%
Valuation Problem
20%
Pricing Derivatives
20%
Portfolio Valuation
20%
Risk Portfolio
20%
Financial Derivative Valuation
20%