Exotics Options
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1. APREÇAMENTO DE OPÇÕES EXÓTICAS: UMA ABORDAGEM PELA SIMULAÇÃO DE MONTE-CARLO / PRICING OF EXOTICS OPTIONS: USING MONTE-CARLO SIMULATION
Financial options are derivatives tools each day more and more used in market and enterprise risk control systems. Depending on the option type used, it doesn`t have an analytical solution for the pricing problem. A Monte-Carlo simulation is a very flexible method, which applied to the pricing problem, allows very-easy new variable implementation and accurac
Publicado em: 2008