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Monte Carlo Methods in Finance
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Description and objective: :
* Understand the Monte Carlo simulation and speed-up methods such as antithetic and control variates
* How to extend the simple Monte Carlo method by looking at: Stochastic volatility and multifactor models; correlation amongst other elements
* Optimise extended applications of the Monte Carlo simulation
* Discuss Monte Carlo and American options
* Explore advanced Monte Carlo implications
By:
Dr. Nick Webber
Director-Financial Options Research Centre
UNIVERSITY OF WARWICK
Suitability: :
* Quantitative Analysis, Research & Development
* Derivatives Products
* Financial Engineering
* Risk Management & Analysis
* Derivatives Valuation
* Derivatives Trading
Contact Marcus Evans Financial Training
| Phone | 0207 958 2671 When calling be sure to mention Training Pages
| Fax | 0207 637 0843 |
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