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About: Monte Carlo methods in finance     Goto   Sponge   NotDistinct   Permalink

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Type: yago:WikicatMonteCarloMethodsInFinanceyago:Ability105616246yago:Abstraction100002137yago:Cognition100023271yago:Know-how105616786yago:Method105660268yago:PsychologicalFeature100023100 New Facet based on Instances of this Class

Monte Carlo methods are used in corporate finance and mathematical finance to value and analyze (complex) instruments, portfolios and investments by simulating the various sources of uncertainty affecting their value, and then determining the distribution of their value over the range of resultant outcomes. This is usually done by help of stochastic asset models. The advantage of Monte Carlo methods over other techniques increases as the dimensions (sources of uncertainty) of the problem increase.