Monte Carlo Simulation in Finance

dc.contributor.author	Abdulhalim Misbaha Ahmed
dc.date.accessioned	2019-01-03T08:38:34Z
dc.date.available	2019-01-03T08:38:34Z
dc.date.issued	2018
dc.identifier.uri	http://hdl.handle.net/123456789/991
dc.description.abstract	The Monte Approach has proven to be valuable and exible computational tool in modern nance. The main aim of this thesis is to present and analyze Monte Carlo Method for pricing European style derivatives . In this thesis the mathematical description underlying this numerical method is presented .In addition to the above tasks the result of Monte Carlo simulation is compared with the result of nite di erence method.	en_US
dc.language.iso	en	en_US
dc.publisher	ARBA MINCH UNIVERSITY ARBA MINCH	en_US
dc.subject	European Option call option Put option Barrier Option *Monte Carlo Simulation	en_US
dc.title	Monte Carlo Simulation in Finance	en_US
dc.type	Thesis	en_US