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Finance / Options / Monte Carlo methods / Fixed income analysis / Heath–Jarrow–Morton framework / Black–Scholes / Binomial options pricing model / Monte Carlo methods in finance / Importance sampling / Mathematical finance / Statistics / Financial economics


Document Date: 2001-08-22 11:49:26

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City

New York / /

Company

MC for European / MCA / NRT / Morgan Stanley / /

/

Event

Business Partnership / /

IndustryTerm

closed form solution / tree solutions / analytic solution / closed form solutions / /

Person

Sergio Kostek / Dilip Madan / David Heath / Bill Shen / Zack Liu / Joseph Langsam / Joe Yang / Mark Broadie / Robert Jarrow / Peter Carr / /

/

Position

single factor spot rate model / such as Vasicek / model / forward / /

Product

Richardson / Monte Carlo / /

ProvinceOrState

New York / /

Technology

simulation / /

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