Search for tag: "monte carlo method"

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Lecture 5-2: Variance Reduction Techniques duration 34 minutes 58 seconds Lecture 5-2: Variance Reduction Techniques Lecture 5-2: Variance Reduction Techniques	Lecture 5-2: Variance Reduction Techniques • Principles and rationale. • Control… variance reduction +3 More From Tiziano Vargiolu 3 plays 0
Lecture 1 - Principles of Monte Carlo duration 1 hour 39 minutes Lecture 1 - Principles of Monte Carlo Lecture 1 - Principles of Monte Carlo	Lecture 1 - Principles of Monte Carlo Crude Monte Carlo: central limit theorem and law… monte carlo method +4 More From Tiziano Vargiolu 19 plays 0
Lecture 4: Application of Malliavin calculus to… duration 1 hour 53 minutes Lecture 4: Application of Malliavin calculus to… Lecture 4: Application of Malliavin calculus to exact and approximate option pricing under stochastic volatility	Lecture 4: Application of Malliavin calculus to exact and approximate option pricing under stochastic volatility Introduction Model of asset price and payoff… euler scheme +6 More From Tiziano Vargiolu 18 plays 0
Lectures 65-66: discretization and Monte Carlo… duration 1 hour 33 minutes Lectures 65-66: discretization and Monte Carlo… Lectures 65-66: discretization and Monte Carlo errors	Lectures 65-66: discretization and Monte Carlo errors Discretization error and Monte Carlo error.… monte carlo method +6 More From Tiziano Vargiolu 10 plays 0
Lectures 53-54: variance reduction techniques duration 1 hour 41 minutes Lectures 53-54: variance reduction techniques Lectures 53-54: variance reduction techniques	Lectures 53-54: variance reduction techniques Variance reduction techniques: control… monte carlo method +6 More From Tiziano Vargiolu 18 plays 0
Lecture 48: the Monte Carlo method duration 20 minutes 43 seconds Lecture 48: the Monte Carlo method Lecture 48: the Monte Carlo method	Lecture 48: the Monte Carlo method The Monte Carlo method. Monte Carlo… monte carlo method +3 More From Tiziano Vargiolu 11 plays 0