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Multilevel Methods for Compute-efficient Monte Carlo Simulation

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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

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Join Hexiosec and Jisc at 11am for this introductory webinar to find out more about the new Hexiosec ASM and Transfer Agreement.

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