Monte Carlo methods in finance (English Wikipedia)

Boyle, Phelim P. (1977). "Options: A Monte Carlo approach". Journal of Financial Economics. 4 (3). Journal of Financial Economics, Volume (Year): 4 (1977), Issue (Month): 3 (May): 323–338. doi:10.1016/0304-405X(77)90005-8. Retrieved 2010-09-24.
Ammann, Manuel; Kind, Axel; Wilde, Christian (2007). "Simulation-Based Pricing of Convertible Bonds" (PDF). Journal of Empirical Finance. doi:10.2139/ssrn.762804. S2CID 18764314.

fea.com

Carlos Blanco, Josh Gray & Marc Hazzard. "Alternative Valuation Methods for Swaptions: The Devil is in the Details" (PDF). Archived from the original (PDF) on 2007-12-02. Retrieved 2010-09-24.

financetrain.com

Value at Risk of a Portfolio, financetrain.com

global-derivatives.com

"Monte Carlo Simulation : Financial Mathematics Glossary K-O". Global Derivatives. 2009. Retrieved 2010-09-24.

hbr.org

"Risk Analysis in Capital Investment". Harvard Business Review. Sep 1, 1979. p. 12. Retrieved 2010-09-24.

investmentscience.com

Marius Holtan; Onward Inc. (2002-05-31). "Using simulation to calculate the NPV of a project" (PDF). Retrieved 2010-09-24.

investopedia.com

David Harper,CFA, FRM. "An Introduction To Value at Risk (VAR)". Investopedia. Retrieved 2010-09-24.{{cite web}}: CS1 maint: multiple names: authors list (link)

kamakuraco.com

Donald R. van Deventer (Kamakura Corporation): Pitfalls in Asset and Liability Management: One Factor Term Structure Models Archived 2012-04-03 at the Wayback Machine

kth.se

math.kth.se

Jonas Larsson (2009). "Risk analysis of structured products" (PDF). KTH Royal Institute of Technology. Retrieved 2021-11-23.

lsu.edu

bus.lsu.edu

TEACHING NOTE 96-03: MONTE CARLO SIMULATION [1]

mac.com

homepage.mac.com

John Norstad (February 2, 2005). "Financial Planning Using Random Walks" (PDF). Retrieved 2010-09-24.

nyu.edu

math.nyu.edu

Peter Carr; Guang Yang (February 26, 1998). "Simulating American Bond Options in an HJM Framework" (PDF). Retrieved 2010-09-24.

palisade.com

"Monte Carlo Simulation". Palisade Corporation. 2010. Retrieved 2010-09-24.

puc-rio.br

"Real Options with Monte Carlo Simulation". Archived from the original on 2010-03-18. Retrieved 2010-09-24.
"FAQ Number 4 : Does Risk-Neutral Valuation Mean that Investors Are Risk-Neutral? What Is the Difference Between Real Simulation and Risk-Neutral Simulation?". Archived from the original on 2010-07-16. Retrieved 2010-09-24.

qfinance.com

David Shimko, President, Asset Deployment, USA. "Quantifying Corporate Financial Risk". qfinance.com. Archived from the original on 2010-07-17. Retrieved 2011-01-14.{{cite web}}: CS1 maint: multiple names: authors list (link)

repec.org

ideas.repec.org

Boyle, Phelim P. (1977). "Options: A Monte Carlo approach". Journal of Financial Economics. 4 (3). Journal of Financial Economics, Volume (Year): 4 (1977), Issue (Month): 3 (May): 323–338. doi:10.1016/0304-405X(77)90005-8. Retrieved 2010-09-24.

riskglossary.com

"Monte Carlo Value-at-Risk". Contingency Analysis. 2004. Retrieved 2010-09-24.

semanticscholar.org

api.semanticscholar.org

Ammann, Manuel; Kind, Axel; Wilde, Christian (2007). "Simulation-Based Pricing of Convertible Bonds" (PDF). Journal of Empirical Finance. doi:10.2139/ssrn.762804. S2CID 18764314.

simularsoft.com.ar

"Introduction".

ssrn.com

papers.ssrn.com

Savvakis C. Savvides, Cyprus Development Bank - Project Financing Division (1994). "Risk Analysis in Investment Appraisal". Project Appraisal Journal, Vol. 9, No. 1, March 1994. SSRN 265905. {{cite journal}}: Cite journal requires |journal= (help)
John C. Hull and Alan White (2014). Collateral and Credit Issues in Derivatives Pricing. Rotman School of Management Working Paper No. 2212953

unisg.ch

alexandria.unisg.ch

Ammann, Manuel; Kind, Axel; Wilde, Christian (2007). "Simulation-Based Pricing of Convertible Bonds" (PDF). Journal of Empirical Finance. doi:10.2139/ssrn.762804. S2CID 18764314.

web.archive.org

"Real Options with Monte Carlo Simulation". Archived from the original on 2010-03-18. Retrieved 2010-09-24.
The Flaw of Averages Archived 2011-12-07 at the Wayback Machine, Prof. Sam Savage, Stanford University.
"FAQ Number 4 : Does Risk-Neutral Valuation Mean that Investors Are Risk-Neutral? What Is the Difference Between Real Simulation and Risk-Neutral Simulation?". Archived from the original on 2010-07-16. Retrieved 2010-09-24.
David Shimko, President, Asset Deployment, USA. "Quantifying Corporate Financial Risk". qfinance.com. Archived from the original on 2010-07-17. Retrieved 2011-01-14.{{cite web}}: CS1 maint: multiple names: authors list (link)
Carlos Blanco, Josh Gray & Marc Hazzard. "Alternative Valuation Methods for Swaptions: The Devil is in the Details" (PDF). Archived from the original (PDF) on 2007-12-02. Retrieved 2010-09-24.
Donald R. van Deventer (Kamakura Corporation): Pitfalls in Asset and Liability Management: One Factor Term Structure Models Archived 2012-04-03 at the Wayback Machine
Martin Haugh (Fall 2004). "The Monte Carlo Framework, Examples from Finance and Generating Correlated Random Variables" (PDF). Archived from the original (PDF) on 2012-01-05. Retrieved 2010-09-24.
Christopher Farrell (January 22, 2001). "A Better Way to Size Up Your Nest Egg : Monte Carlo models simulate all kinds of scenarios". Bloomberg Businessweek. Archived from the original on January 23, 2001. Retrieved 2010-09-24.