Numerical and Monte Carlo Methods for SDEs with Applications to Fianance

Speaker:  Matthew Davison - University of Western Ontario, Canada
  Monday, May 21, 2018 Starting Date
Prof. Matt Davison (Canada Research Chair in Quantitative Finance) will deliver an 8 hour mini-course on Monte Carlo and other numerical methods for SDEs with applications to Finamce (options, American and otherwise).

Programme Director
Leonard Peter Bos

Publication date
March 22, 2018