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LECH A. GRZELAK

Computational Finance

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Monte Carlo

Computational Finance Course- Lecture 13/14

Posted by By Lech July 1, 2021Posted inEducation
Dear all,Today, I would like to share Lecture no 13 (out of 14) of the Computational Finance series with you! Today we will cover the topics on Exotic Derivatives; we…
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Computational Finance Course- Lecture 12/14

Posted by By Lech July 1, 2021Posted inEducation
Dear all,Today I would like to share with you Lecture no 12 (out of 14) of the Computational Finance series! Today we will cover the topics on Forward Start Options,…
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Computational Finance Course- Lecture 11/14

Posted by By Lech July 1, 2021Posted inEducation
Dear all,Today I would like to share with you Lecture no 11 (out of 14) of the Computational Finance series! We will discuss the concept of the Greeks and hedging.…
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Computational Finance Course- Lecture 10/14

Posted by By Lech July 1, 2021Posted inEducation
Dear all,We have still a few more lectures to finish the course! I hope you are motivated! Today I would like to share with you Lecture no 10 (out of…
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Computational Finance Course- Lecture 9/14

Posted by By Lech July 1, 2021Posted inEducation
Dear all,Today I would like to share with you Lecture no 9 (out of 14) of the Computational Finance series!We will discuss Monte Carlo simulation: stochastic sampling, implementation, convergence and…
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Computational Finance Course- Lecture 8/14

Posted by By Lech July 1, 2021Posted inEducation
Dear all,Today we will start with the second half of the Computational Finance Course, therefore I would like to share Lecture no 8 (out of 14).Today we will discuss the…
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