How to estimate the value of a portfolio through Montecarlo simulation
Napolitano, Mattia (A.A. 2015/2016) How to estimate the value of a portfolio through Montecarlo simulation. Tesi di Laurea in Gambling: probability and decision, LUISS Guido Carli, relatore Marco Scarsini, pp. 12. [Bachelor's Degree Thesis]
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Abstract/Index
Analysis of the tools and assumptions. Montecarlo simulation. Analysis of the experiment. Acquisition of data. Execution of the model.
References
Bibliografia: p. 11.
| Thesis Type: | Bachelor's Degree Thesis |
|---|---|
| Institution: | LUISS Guido Carli |
| Degree Program: | Bachelor's Degree Programs > Bachelor's Degree Program in Economics and Business, English language (L-33) |
| Chair: | Gambling: probability and decision |
| Thesis Supervisor: | Scarsini, Marco |
| Academic Year: | 2015/2016 |
| Session: | Autumn |
| Deposited by: | Alessandro Perfetti |
| Date Deposited: | 23 Mar 2017 15:16 |
| Last Modified: | 23 Mar 2017 15:16 |
| URI: | https://tesi.luiss.it/id/eprint/18535 |
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