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Technical note
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Reference no. UVA-F-1229
Published by: Darden Business Publishing
Originally published in: 1998
Version: 11 June 2012
Revision date: 8-Mar-2013
Length: 2 pages
Data source: Published sources

Abstract

This simple note explains how to set up a Monte Carlo simulation using @Risk for the purpose of valuing options. It should be used in conjunction with the Excel spreadsheet.

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Abstract

This simple note explains how to set up a Monte Carlo simulation using @Risk for the purpose of valuing options. It should be used in conjunction with the Excel spreadsheet.

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