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Author | Topic:Modeling in Fairmat | 4176 Views |
13 April 2011 at 9:30pm
I am reading a paper by Prof. Gamba on Real Options Valuation: A Monte Carlo Method, which is very insightful. But I don't know how to apply Fairmat to the examples in the paper. Will appreciate very much, if anyone can help me with this. Monte Carlo Simulation is amazing! Thanks a lot!
16 April 2011 at 7:07pm
Hi Giaoche,
Fairmat is not only a monte carlo simulator, but a numerical-method independent modeling tool. In attachment you can find a Fairmat project representing one of the cases described in the Gamba's paper (and investment option followed by two mutually exclusive options). It should give you an idea of how model problems with Fairmat.
Best regards,
Matteo
12 January 2012 at 7:02pm
If you are interested, we have also published a series of video, for example the following one
<!-- m --><a class="postlink" href="http://www.youtube.com/watch?v=cjk3zFL0ovI&context=C3afed44ADOEgsToPDskIcB90al5Lg9WnnLps76Ne-">http://www.youtube.com/watch?v=cjk3zFL0 ... nnLps76Ne-</a><!-- m -->
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