Editing Monte Carlo methods in finance (section)

==External links==

'''General'''
*[https://web.archive.org/web/20160418025153/http://www.pjaeckel.webspace.virginmedia.com/eqf013_026.pdf Monte Carlo Simulation] (Encyclopedia of Quantitative Finance), [[Peter Jaeckel]] and Eckhard Plateny
*[https://web.archive.org/web/20120428145732/http://www.riskglossary.com/link/monte_carlo_method.htm Monte Carlo Method], riskglossary.com
*[https://web.archive.org/web/20120105084424/http://www.columbia.edu/~mh2078/MCS04/MCS_framework_FEegs.pdf The Monte Carlo Framework, Examples from Finance], Martin Haugh, [[Columbia University]]
*[https://web.archive.org/web/20110622065801/http://homepages.nyu.edu/~sl1544/articles.html Monte Carlo techniques applied to finance], Simon Leger

'''Derivative valuation'''
*[http://www.bus.lsu.edu/academics/finance/faculty/dchance/Instructional/TN96-03.pdf Monte Carlo Simulation], Prof. Don M. Chance, [[Louisiana State University]]
*[http://finance-old.bi.no/~bernt/gcc_prog/recipes/recipes/node12.html Option pricing by simulation], Bernt Arne Ødegaard, [[Norwegian School of Management]]
*[http://www.smartquant.com/references/MonteCarlo/mc6.pdf Applications of Monte Carlo Methods in Finance: Option Pricing], Y. Lai and J. Spanier, [[Claremont Graduate University]]
* [http://spears.okstate.edu/home/tlk/legacy/fin5883/notes6_s05.doc Monte Carlo Derivative valuation], [http://spears.okstate.edu/home/tlk/legacy/fin5883/notes7_s05.doc contd.], Timothy L. Krehbiel, [[Oklahoma State University–Stillwater]]
*[http://www.quantnotes.com/publications/papers/Fink-montecarlo.pdf Pricing complex options using a simple Monte Carlo Simulation], Peter Fink - reprint at quantnotes.com
*[http://ideas.repec.org/a/eee/insuma/v19y1996i1p19-30.html Least-Squares Monte-Carlo for American options by Carriere, 1996], ideas.repec.org
*[http://repositories.cdlib.org/anderson/fin/1-01/ Least-Squares Monte-Carlo for American options by Longstaff and Schwartz, 2001], repositories.cdlib.org
*[http://www.crystalball.com/articles/download/charnes-options.pdf Using simulation for option pricing], John Charnes

'''Corporate Finance'''
*[https://web.archive.org/web/20100318060412/http://www.puc-rio.br/marco.ind/monte-carlo.html Real Options with Monte Carlo Simulation], Marco Dias, [[Pontifícia Universidade Católica do Rio de Janeiro]]
*[http://www.investmentscience.com/Content/howtoArticles/simulation.pdf Using simulation to calculate the NPV of a project], investmentscience.com
*[http://pages.stern.nyu.edu/~adamodar/pdfiles/papers/probabilistic.pdf Simulations, Decision Trees and Scenario Analysis in Valuation] Prof. [[Aswath Damodaran]], [[Stern School of Business]]
*[http://www.ulb.ac.be/cours/solvay/farber/Teaching%20Notes/Monte%20Carlo.pdf The Monte Carlo method in Excel] Prof. André Farber [[Solvay Business School]]
*[http://www.vertex42.com/ExcelArticles/mc/SalesForecast.html Sales Forecasting], vertex42.com
*[http://knol.google.com/k/giancarlo-vercellino/pricing-using-monte-carlo-simulation/11d5i2rgd9gn5/3# Pricing using Monte Carlo simulation], a practical example, Prof. Giancarlo Vercellino

'''Personal finance'''
*[https://web.archive.org/web/20010123221600/http://www.businessweek.com/2001/01_04/b3716156.htm A Better Way to Size Up Your Nest Egg], Businessweek Online: January 22, 2001
*[http://www.flexibleretirementplanner.com  Online Monte Carlo retirement planner with source code], Jim Richmond, 2006
*[http://www.prospercuity.com  Free spreadsheet-based retirement calculator and Monte Carlo simulator], by Eric C., 2008
*[http://www.retirementsimulation.com Retirement Simulation]
*[http://homepage.mac.com/j.norstad/finance/finplan.pdf Financial Planning Using Random Walks], John Norstad, 2005
*[http://www.vanguard.com/nesteggcalculator Vanguard Nest Egg Calculator], Vanguard

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[[Category:Monte Carlo methods in finance| ]]