We use cookies on this site to help provide the best possible online experience. By using this site you agree to our use of cookies.

Click to view our cookie policy and customize your cookie preferences.

Icon
A notification message..

Multilevel Methods for Compute-efficient Monte Carlo Simulation

Online

* Sorry, you missed this event *
NAG logo

When is it?

Starts at

Finishes at

Considerable compute time savings can be realised by applying multilevel Monte Carlo for financial calculations.

Join Risk.net quant-of-the-year, award winning Professor Mike Giles, as he explains and illustrates three applications, including:

  • Option pricing
  • Reduced precision computation exploitation
  • VaR and CVaR estimation in risk calculations

Upcoming Events

Jisc logo

| Online

Smart spending, strategic impact: How Jisc's licensing powers collective value in FE

Join Jisc for an exclusive webinar designed for leaders across the Further Education sector, focusing on how collective action and strategic licensing can help your institution do more with less.

Find out more Register Now
Low_Resolution-HEXAGON_STANDARD_RGB_LOGO.jpg

| Online

Accelerating Geospatial Insights: Google Earth Engine in ERDAS IMAGINE

Join this 1-hour webinar to find out how to integrate Google Earth Engine with ERDAS IMAGINE in order to accelerate your analysis and decision-making.

Find out more Register Now
View all events

Join our mailing list for the latest news, event information and resources