monte-carlo

Would it be possible to do a video on pricing options in R with MC? Thanks

Before I explain, Just want to make it clear that I do not promote betting nor involve myself in it.. I see it as an exercise in understanding probability. And yes, this is not related to FRM.. But I found this of real interest. He explains a method where we can always profit from playing...

Hello David, I've seen the terms "covariance matrix" and "correlation matrix" a couple of times now, and I think I roughly know what they are and how they work, but I'm not sure as to how they apply and are being used in scenario analysis (stress testing). Also I am getting a bit overwhelmed by...