CHAPTER 14
Monte Carlo Methods
Among other programming techniques for equity markets, Monte Carlo simulation has a special place due to its wide applicability and relatively easy implementation compared to exact, non-stochasatic methods. These algorithms can be used in many applications such as price forecasting and the validation of certain buying strategies, for example.
In this chapter, we provide C++ programming code that can be used either directly or as part of simulation-based algorithms. These examples will introduce some of the most important concepts used in the development of stochastic methods. Following is a quick summary of topics ...
Get Practical C++ Financial Programming now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
