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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