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Monte Carlo Methods in Finance

 
Marcus Evans Financial Training - 2 days - Advanced - Public - £2495.00 (includes materials, refreshments)
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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
Fax0207 637 0843

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Categories

 •Finance > Instruments > Capital Markets and Derivatives
 •Finance > City > Financial Analysis


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