Determine the efficiency of Monte Carlo method
Determine the efficiency of Monte Carlo method.
Expert
If we want an accuracy of ε and we have d underlyings then the calculation time is
O(d ε-3).
This will take longer to price the greeks, however, on the positive side, we can price several options at the same time for approximately no extra time cost.
Normal 0 false false
Explain the relationship between the European calls, puts value with similar strike and expiration value.
Explain Adaptive Market Hypothesis of Andrew Lo.
Briefly define the Terms Corporation, partnership and proprietorship.
Which factors are important when implementing a Monte Carlo Method?
Illustrates an example of Poisson Process?
Explain the Deterministic modelling approach in Quantitative Finance.
Explain the Simulations tool in Quantitative Finance.
Explain relationship between advanced probability theory and option prices theory.
How is gamma measure the rehedged position?
18,76,764
1928644 Asked
3,689
Active Tutors
1448656
Questions Answered
Start Excelling in your courses, Ask an Expert and get answers for your homework and assignments!!