ACF Lecture 6 - Monte Carlo Methods
-
- 0 Rating
- 0 Reviews
- 2 Students Enrolled
ACF Lecture 6 - Monte Carlo Methods
Applied Computational Finance Lecture 6 - Monte Carlo Methods
-
- 0 Rating
- 0 Reviews
- 2 Students Enrolled
Requirements
- ACF Lecture 6 - Monte Carlo Methods
General Overview
Description
This lecture will focus on Monte Carlo method of simulation and variance reduction techniques. In several practical cases, closed-form formulas for option prices are unavailable. We will study how we could use Monte Carlo method to obtain accurate estimates of option prices in many real-world scenarios.
Courses that include this CL
Recommended for you
Meet the instructors !
About the Instructor
Hi there, I am a lecturer in University of Glasgow and will be happy to contribute as an instructor. Appreciate if you could approve. Thanks! Yihan