Logo

Mathematical Sciences Research Institute

Home » Workshop » Schedules » Applications of the Monte Carlo method in finance

Applications of the Monte Carlo method in finance

Conference on Randomized Algorithms in Finance March 30, 2001 - April 01, 2001

March 30, 2001 (09:00 AM PST - 10:30 AM PST)
Speaker(s): Phelim Boyle (University of Waterloo)
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
Video

30-401-Applications of the Monte Carlo Method in Finance-Phelim Boyle

Abstract No Abstract Uploaded
Supplements
67499?type=thumb 01.jpg 12.6 KB image/jpeg Download
67500?type=thumb 02.jpg 10.1 KB image/jpeg Download
67501?type=thumb 03.jpg 10.4 KB image/jpeg Download
67502?type=thumb 04.jpg 23.4 KB image/jpeg Download
67503?type=thumb 05.jpg 18 KB image/jpeg Download
67504?type=thumb 06.jpg 18.5 KB image/jpeg Download
67505?type=thumb 07.jpg 20.8 KB image/jpeg Download
67506?type=thumb 08.jpg 20.6 KB image/jpeg Download
67507?type=thumb 09.jpg 11.7 KB image/jpeg Download
67508?type=thumb 10.jpg 19.9 KB image/jpeg Download
67509?type=thumb 11.jpg 12.1 KB image/jpeg Download
67510?type=thumb 12.jpg 18.2 KB image/jpeg Download
67511?type=thumb 13.jpg 12.7 KB image/jpeg Download
67512?type=thumb 14.jpg 16.4 KB image/jpeg Download
67513?type=thumb 15.jpg 20.1 KB image/jpeg Download
67514?type=thumb 16.jpg 13.3 KB image/jpeg Download
67515?type=thumb 17.jpg 16.6 KB image/jpeg Download
67516?type=thumb 18.jpg 16.6 KB image/jpeg Download
67517?type=thumb 19.jpg 21.9 KB image/jpeg Download
67518?type=thumb 20.jpg 12.7 KB image/jpeg Download
67519?type=thumb 21.jpg 15.7 KB image/jpeg Download
67520?type=thumb 22.jpg 25.5 KB image/jpeg Download
67521?type=thumb 23.jpg 12.8 KB image/jpeg Download
67522?type=thumb 24.jpg 12.8 KB image/jpeg Download
67523?type=thumb 25.jpg 17 KB image/jpeg Download
67524?type=thumb 26.jpg 12.7 KB image/jpeg Download
67525?type=thumb 27.jpg 12.8 KB image/jpeg Download
67526?type=thumb 28.jpg 12.9 KB image/jpeg Download
67527?type=thumb 29.jpg 17 KB image/jpeg Download
67528?type=thumb 30.jpg 12.7 KB image/jpeg Download
67529?type=thumb 31.jpg 22.2 KB image/jpeg Download
67530?type=thumb 32.jpg 18.5 KB image/jpeg Download
67531?type=thumb 33.jpg 14.7 KB image/jpeg Download
67532?type=thumb 34.jpg 13.7 KB image/jpeg Download
67533?type=thumb 35.jpg 17 KB image/jpeg Download
67534?type=thumb 36.jpg 15.5 KB image/jpeg Download
67535?type=thumb 37.jpg 11.7 KB image/jpeg Download
67536?type=thumb 38.jpg 19.3 KB image/jpeg Download
67537?type=thumb 39.jpg 14.3 KB image/jpeg Download
67538?type=thumb 40.jpg 17 KB image/jpeg Download
67539?type=thumb 41.jpg 20.2 KB image/jpeg Download
67540?type=thumb 42.jpg 20.5 KB image/jpeg Download
67541?type=thumb 43.jpg 22.7 KB image/jpeg Download
67542?type=thumb 44.jpg 18.2 KB image/jpeg Download
67543?type=thumb 45.jpg 25.1 KB image/jpeg Download
67544?type=thumb 46.jpg 17.9 KB image/jpeg Download
67545?type=thumb 47.jpg 21.2 KB image/jpeg Download
67546?type=thumb 48.jpg 18.3 KB image/jpeg Download
67547?type=thumb 49.jpg 19.4 KB image/jpeg Download
67548?type=thumb 50.jpg 17.6 KB image/jpeg Download
67549?type=thumb 51.jpg 21.4 KB image/jpeg Download
67550?type=thumb 52.jpg 18.4 KB image/jpeg Download
67551?type=thumb 53.jpg 17.3 KB image/jpeg Download
67552?type=thumb 54.jpg 17.6 KB image/jpeg Download
67553?type=thumb 55.jpg 12.3 KB image/jpeg Download
67554?type=thumb 56.jpg 13.7 KB image/jpeg Download
67555?type=thumb 57.jpg 13.8 KB image/jpeg Download
Video/Audio Files

30-401-Applications of the Monte Carlo Method in Finance-Phelim Boyle

H.264 Video 30-401-Applications_of_the_Monte_Carlo_Method_in_Finance-Phelim_Boyle.mp4 61.7 MB video/mp4 Download
30-401-Applications_of_the_Monte_Carlo_Method_in_Finance-Phelim_Boyle.rm 21.2 MB application/vnd.rn-realmedia Download
Buy the DVD

If none of the options work for you, you can always buy the DVD of this lecture. The videos are sold at cost for $20USD (shipping included). Please Click Here to send an email to MSRI to purchase the DVD.

See more of our Streaming videos on our main VMath Videos page.