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10 results on '"Ngai Hang Chan"'

2. Standard Simulations in Risk Management

Author

Ngai Hang Chan and Hoi Ying Wong

Subjects
business.industry, Heavy-tailed distribution, Computer science, Monte Carlo method, Econometrics, Scenario analysis, business, Risk management
Published
2015

3. Basic Properties of Futures and Options

Author

Hoi Ying Wong and Ngai Hang Chan

Subjects
Forward contract, Financial economics, Financial market, Derivatives market, Forward market, Business, Rational pricing, Hedge (finance), Futures contract, Spread trade
Published
2015

4. Preliminaries of VBA

Author

Ngai Hang Chan and Hoi Ying Wong

Subjects
Programming language, Computer science, Microsoft excel, Visual Basic for Applications, computer.software_genre, computer, Assignment, Mathematical Operators
Published
2015

5. Path Dependent Options

Author

Hoi Ying Wong and Ngai Hang Chan

Subjects
Finance, Financial economics, business.industry, Exotic option, Barrier option, Greek letters, Asian option, Business, Financial services, Path dependent
Published
2015

6. Generating Random Variables

Author

Ngai Hang Chan and Hoi Ying Wong

Subjects
Independent and identically distributed random variables, Random variate, Multivariate random variable, Statistics, Sum of normally distributed random variables, Random function, Random element, Marginal distribution, Algebra of random variables, Mathematics
Published
2015

7. Variance Reduction Techniques

Author

Ngai Hang Chan and Hoi Ying Wong

Subjects
Monte Carlo method, Statistics, Econometrics, Variance reduction, Control variates, Importance sampling, Stratification (mathematics), Mathematics, Stratified sampling, Antithetic variates
Published
2015

9. Introduction to Simulation

Author

Ngai Hang Chan and Hoi Ying Wong

Subjects
Geometric Brownian motion, business.industry, Log-normal distribution, Statistical physics, business, Risk management, Mathematics
Published
2015

10. Black-Scholes Model and Option Pricing

Author

Hoi Ying Wong and Ngai Hang Chan

Subjects
Valuation of options, Financial economics, Monte Carlo methods for option pricing, Economics, Black–Scholes model, Trinomial tree, Finite difference methods for option pricing, Binomial options pricing model, Implied volatility, Rational pricing, Mathematical economics
Published
2015

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