Monte Carlo Methods

  • Carlos Oliveira
Chapter

Abstract

Among other programming techniques for equity markets, Monte Carlo simulation has a special place due to its wide applicability and relatively easy implementation compared to exact, non-stochasatic methods. These algorithms can be used in many applications such as price forecasting and the validation of certain buying strategies, for example.

Copyright information

© Carlos Oliveira 2015

Authors and Affiliations

  • Carlos Oliveira
    • 1
  1. 1.NJUnited States

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