Monte Carlo and Multilevel Monte Carlo Methods with Applications in Financial Engineering

dc.contributor.authorSinha, Devang
dc.date.accessioned2025-07-10T11:50:06Z
dc.date.issued2025
dc.descriptionSupervisor: Chakrabarty, Siddhartha Pratim
dc.description.abstractWe undertake an in-depth investigation of the Monte Carlo simulation approach and its various extensions to tackle computationally demanding problems that frequently arise in the field of Quantitative Finance. Specifically, we concentrate on three major domains: derivative pricing, risk management, and portfolio optimization, each of which involves significant computational complexity. By leveraging advanced Monte Carlo techniques, we aim to improve numerical efficiency, accuracy, and convergence rates in these financial applications.
dc.identifier.otherROLL NO.196123105
dc.identifier.urihttps://gyan.iitg.ac.in/handle/123456789/2958
dc.language.isoen
dc.relation.ispartofseriesTH-3688
dc.titleMonte Carlo and Multilevel Monte Carlo Methods with Applications in Financial Engineering
dc.typeThesis

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