Advanced Numerical Methods
- Fourier methods
- Monte Carlo Greeks, multi-level
- Jumps [PIDEs], Asians, multigrid
- Monte Carlo case studies: variance reduction, Levy processes,...
- Advanced Monte Carlo and QMC techniques
- Multi-factor problems, ADI, sparse grids, QMC, PCA
- C++ workshop
Last updated by Waldemar Schlackow on Wed, 23/09/2009 - 7:33am.
This page is maintained by Catherine Louise Goodwin. Please use the contact form for feedback and comments.
This page is maintained by Catherine Louise Goodwin. Please use the contact form for feedback and comments.