University of Cambridge > Talks.cam > PMP Presentation Day > Application of Monte Carlo estimators for the fast, efficient calculation of complex option Greeks in the presence of stochastic volatility

Application of Monte Carlo estimators for the fast, efficient calculation of complex option Greeks in the presence of stochastic volatility

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Francis Woodhouse.

Abstract not available

This talk is part of the PMP Presentation Day series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2024 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity