Monte Carlo Methods




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E.g., 2016-10-28
E.g., 2016-10-28
E.g., 2016-10-28
Oct 19th 2016

This course is an introduction to using computation to understand real-world phenomena.

Average: 4.9 (8 votes)
Oct 17th 2016

Ce cours d'introduction aux probabilités a la même contenu que le cours de tronc commun de première année de l'École polytechnique donné par Sylvie Méléard.

Average: 8 (1 vote)
Dec 22nd 2015

This course readies you for a career as an actuary in finance, investments, banking or insurance.

Average: 6.9 (10 votes)
Jan 20th 2014

In this course you will simulate prices of financial assets, use the Black-Scholes model to price European or Asian options, compute the Value-at-Risk of a bank and model financial time series with GARCH processes. The approach is hands-on with a strong emphasis on practical simulations that you will program, run and explore in your own computer.

Average: 9.3 (3 votes)