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Two concrete FinTech applications of QMC

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Two concrete FinTech applications of QMC
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15
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CC Attribution - NonCommercial - NoDerivatives 2.0 Generic:
You are free to use, copy, distribute and transmit the work or content in unchanged form for any legal and non-commercial purpose as long as the work is attributed to the author in the manner specified by the author or licensor.
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Abstract
I present the basics and numerical result of two (or three) concrete applications of quasi-Monte-Carlo methods in financial engineering. The applications are in: derivative pricing, in portfolio selection, and in credit risk management.
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