January 18, 2018

Monte Carlo Simulations: An Introduction

Valuation professionals are constantly presented with challenging client needs, such as valuing new, often exotic securities with a variety of features that defy standard valuation techniques. Monte Carlo simulations can help bridge that gap.

In a BVR Special Report, A&M contributed a number of chapters on how to apply Monte Carlo techniques to a broad spectrum of valuation issues. Our contributors included Neil Beaton, David Dufendach, Jason Andrews and John Sawyer.

The team provides an in-depth introduction into the advent of Monte Carlo and its role today in the world of valuation. This is a summary version of some of A&M’s chapters within the report which examine various Monte Carlo simulations, real-life valuation problems and how professionals can best grasp and apply key concepts of the technique.

Click here to read Neil’s introduction >

Authors

John Sawyer

Senior Director

Jason Andrews

Director
FOLLOW & CONNECT WITH A&M