Introduction to Financial Risk Assessment using Monte Carlo Simulation

Robert A. Strong, Natalie M. Steiger, James R. Wilson. Introduction to Financial Risk Assessment using Monte Carlo Simulation. In Ann Dunkin, Ricki G. Ingalls, Enver Yücesan, Manuel D. Rossetti, Ray Hill, Björn Johansson, editors, Proceedings of the 2009 Winter Simulation Conference, WSC 2009, Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009. pages 99-118, WSC, 2009. [doi]

@inproceedings{StrongSW09,
  title = {Introduction to Financial Risk Assessment using Monte Carlo Simulation},
  author = {Robert A. Strong and Natalie M. Steiger and James R. Wilson},
  year = {2009},
  doi = {10.1109/WSC.2009.5429323},
  url = {http://dx.doi.org/10.1109/WSC.2009.5429323},
  researchr = {https://researchr.org/publication/StrongSW09},
  cites = {0},
  citedby = {0},
  pages = {99-118},
  booktitle = {Proceedings of the 2009 Winter Simulation Conference, WSC 2009, Hilton Austin Hotel, Austin, TX, USA, December 13-16, 2009},
  editor = {Ann Dunkin and Ricki G. Ingalls and Enver Yücesan and Manuel D. Rossetti and Ray Hill and Björn Johansson},
  publisher = {WSC},
}