monte carlo simulation

  1. jairamjana

    Monte Carlo Simulation : Brownian Motion

    I have applied the concept in a excel worksheet to model weekly stock prices and stock returns for Starbucks. @David Harper CFA FRM .. Please let me know if this is an ok approach.. P.S. By using Oracle's Crystal Ball tool I got the interval prices as 48 $ and 80$ at the 95% Confidence...
  2. Nicole Seaman

    P1.T3.511. Prepayment modeling and Monte Carlo simulation (Tuckman)

    Learning outcomes: Explain prepayment modeling and its four components: refinancing, turnover, defaults, and curtailments. Describe the steps in valuing an MBS using Monte Carlo Simulation. Define Option Adjusted Spread (OAS), and explain its challenges and its uses. Questions: 511.1...
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