Monte Carlo Methods in Finance November 16, 2008

The course is set at an advanced level. Applications will be mainly aimed at derivatives pricing with applications in VBA or C++. Lecture sessions will be supported by practical PC-exercises in which you will gain experience on the characteristics of alternative methods.

Official Website: http://www.marcusevans.com/html/eventdetail.asp?eventID=13978&SectorID=2&divisionID=