Historical simulation in finance's value at risk (VaR) analysis is a procedure for predicting the value at risk by 'simulating' or constructing the cumulative...

Historical simulation may refer to: Historical simulation (finance), time series analysis Historical dynamics, realistic computer simulations of history...

in finance Monte Carlo method Historical simulation (finance) Stock market simulator Real options valuation "Real Options with Monte Carlo Simulation"....

A simulation is an imitative representation of a process or system that could exist in the real world. In this broad sense, simulation can often be used...

distributions and volatility clustering; Extreme value theory; Historical simulation (finance). Modellers are generally referred to as "quants", i.e. quantitative...

computer simulations for solving these problems have proliferated. This research area is known as computational finance. Many computational finance problems...

historical simulation, or simulation of history - allowing for an extensive range of techniques in simulation and estimation. Historical dynamics does...

Trees and Simulations, Prof. Aswath Damodaran The Role of Risk in Capital Budgeting - Scenario and Simulation Assessments, Boundless Finance For example...

for which QMC is superior to MC. Monte Carlo methods in finance Historical simulation (finance) Bruno Dupire (1998). Monte Carlo: methodologies and applications...

Quantitative analysis is the use of mathematical and statistical methods in finance and investment management. Those working in the field are quantitative...

In finance, a bond is a type of security under which the issuer (debtor) owes the holder (creditor) a debt, and is obliged – depending on the terms –...

following outline is provided as an overview of and topical guide to finance: Finance – addresses the ways in which individuals and organizations raise and...

Journal of Finance, Mar., 1952. Peter Zangari, RiskMetrics Technical Document, 1996. Matthew Pritzker, The Hidden Dangers of Historical Simulation, Board...

Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling...

In finance, valuation is the process of determining the value of a (potential) investment, asset, or security. Generally, there are three approaches taken...

correlations or asymmetric dependence. Rather than using the historical simulation, Monte-Carlo simulations with well-specified multivariate models are an excellent...

Financial Aspects of Economic Integration F37 International Finance Forecasting and Simulation: Models and Applications F38 International Financial Policy:...

In finance, an option is a contract which conveys to its owner, the holder, the right, but not the obligation, to buy or sell a specific quantity of an...

calibrated simulation. Typical applications may include measurement of a facility where several ECMs have been implemented, but no historical energy data...

from a uniform distribution. The demands of simulation methods, for example in modern computational finance, are focusing increasing attention on methods...

positive/negative exposure). Whereas historically, this exposure was a concern of both the Front Office trading desk and Middle Office finance teams, increasingly CVA...

Efficient and Exact Simulation of the Hull–White Model, Preprint SSRN. Ostrovski, Vladimir (2016). Efficient and Exact Simulation of the Gaussian Affine...

are formulated and reported to stakeholders. In finance, a stress test is an analysis or simulation designed to determine the ability of a given financial...

neighbor, who is a pilot, is in the airport with a nosebleed. A computer simulation of all the flight connections after the pilot had boarded the plane is...

This is a list of games by Strategic Simulations Inc (SSI), the former video game developer and publisher that existed from 1979 to approximately 2001...

Walk forward optimization is a method used in finance to determine the optimal parameters for a trading strategy and to determine the robustness of the...

SOFA, an open source framework for multi-physics simulation with an emphasis on medical simulation. TOM, a pattern matching language ViSP, an open source...

mechanics Surveying Instructional design Distance education Instructional simulation Human performance technology Knowledge management Applied physics Computer...

conducted at a casino. Methods of simulation and statistical sampling generally did the opposite: using simulation to test a previously understood deterministic...

discipline, and by extension, the term historiography is any body of historical work on a particular subject. The historiography of a specific topic covers...