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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. Acceleration techniques. Introduction to MATLAB. Pricing of an Asian option: a horse-race among VBA, MATLAB and parallelized MATLAB codes. monte carlo method monte carlo error discretization error euler scheme matlab vba parallel computing From Tiziano Vargiolu 7 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 variables, antithetic variables,importance sampling. Implementation in VBA. monte carlo method monte carlo error control variables antithetic variables importance sampling vba variance reduction From Tiziano Vargiolu 15 plays 0