Adaptive Quasi-Monte Carlo Methods for Density Estimation in Quantitative Finance.
This thesis aims to develop and implement a method to estimate the density estimation of a Random Variable through Quasi-Monte Carlo methods. In particular, the work focuses on estimating the density distribution function in quantitative finance applications.
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| Tipo de recurso: | tesis de maestría |
| Fecha de publicación: | 2024 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2117/411422 |
| Acceso en línea: | https://hdl.handle.net/2117/411422 |
| Access Level: | acceso abierto |
| Palabra clave: | Monte Carlo method Finance Quasi-Monte Carlo Montecarlo, Mètode de Finances Àrees temàtiques de la UPC::Matemàtiques i estadística::Anàlisi numèrica |
| Sumario: | This thesis aims to develop and implement a method to estimate the density estimation of a Random Variable through Quasi-Monte Carlo methods. In particular, the work focuses on estimating the density distribution function in quantitative finance applications. |
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