Get Savvysoft's white paper "Battle of the Pricing Models: Trees Vs. Monte Carlo" to learn which method is the valuations victor.
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This white paper compares two major algorithms for pricing derivatives: trees and Monte Carlo simulation. While they are often seen as mutually exclusive, this paper shows that they are really largely the same thing, except one does its job better than the other. Which one wins? Get the paper to find out. Although it presents original research, it shares the simplicity and direct formula-free approach that are found in Savvysoft's other highly approachable white papers.. |
What they're saying about "Var Doesn't Have To Be Hard": "Great article... A common sense approach to a real world issue. Don't overcomplicate when you don't have to." -John Patrick (Jack) Fahey III
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