ACF Lecture 7 - Variance reduction methods
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ACF Lecture 7 - Variance reduction methods
Applied Computational Finance Lecture 7 - Variance reduction methods
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- 0 Rating
- 0 Reviews
- 1 Students Enrolled
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- ACF Lecture 7 - Variance reduction 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.
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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