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Monte Carlo Methods

  • Carlos Oliveira
Chapter

Abstract

Among other programming techniques used for trading equity markets, the Monte Carlo simulation has a special place due to factors such as its wide applicability and easy implementation. These methods can be used to implement strategies for market analysis such as price forecasting, or to validate options trading strategies, for example.

Keywords

Random Walk Option Price Random Walk Model Simple Random Walk Standard Library 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Copyright information

© Carlos Oliveira 2016

Authors and Affiliations

  • Carlos Oliveira
    • 1
  1. 1.Monmouth JunctionUSA

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