Numerical and Monte Carlo Methods for SDEs with Applications to Fianance

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Relatore:  Matthew Davison - University of Western Ontario, Canada
  lunedì 21 maggio 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).
Referente
Leonard Peter Bos
Referente esterno
Data pubblicazione
22 marzo 2018

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