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Monte Carlo Methods - theory and practice

Maja Olborska

Diploma type
Engineer's / Bachelor of Science
Diploma type
Bachelor thesis
Author
Maja Olborska (FMIS) Maja Olborska,, Faculty of Mathematics and Information Science (FMIS)
Title in Polish
Metody Monte Carlo - teoria i praktyka
Supervisor
Paweł Wilczyński (FMIS/DSPFM) Paweł Wilczyński,, Department of Stochastic Processes and Financial Mathematics (FMIS/DSPFM)Faculty of Mathematics and Information Science (FMIS)
Certifying unit
Faculty of Mathematics and Information Science (FMIS)
Affiliation unit
Department of Stochastic Processes and Financial Mathematics (FMIS/DSPFM)
Study subject / specialization
, Matematyka
Language
(pl) Polish
Status
Finished
Defense Date
15-09-2016
Issue date (year)
2016
Reviewers
Ewa Anna Frankiewicz (FMIS/DAST) Ewa Anna Frankiewicz,, Department of Analysis and Sigularity Theory (FMIS/DAST)Faculty of Mathematics and Information Science (FMIS) Paweł Wilczyński (FMIS/DSPFM) Paweł Wilczyński,, Department of Stochastic Processes and Financial Mathematics (FMIS/DSPFM)Faculty of Mathematics and Information Science (FMIS)
Keywords in Polish
metody Monte Carlo, wycena opcji, symulacje Monte Carlo
Keywords in English
Monte Carlo methods, option pricing, Monte Carlo simulations
File
  • File: 1
    Maja_Olborska_Praca_licencjacka.pdf
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Local fields
Identyfikator pracy APD: 9235

Uniform Resource Identifier
https://repo.pw.edu.pl/info/bachelor/WUT6c61e97df7474650a07b76946b98bfeb/
URN
urn:pw-repo:WUT6c61e97df7474650a07b76946b98bfeb

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