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Wavelet-based PDE and fast Monte Carlo valuation of complex derivatives

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

March 31, 2001 (04:00 PM PST - 05:00 PM PST)
Speaker(s): Michael Dempster
Location: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
Video

30-409-Wavelet-based PDE and fast Monte Carlo valuation of complex derivatives-Michael Dempster

Abstract No Abstract Uploaded
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Video/Audio Files

30-409-Wavelet-based PDE and fast Monte Carlo valuation of complex derivatives-Michael Dempster

H.264 Video 30-409-Wavelet-based_PDE_and_fast_Monte_Carlo_valuation_of_complex_derivatives-Michael_Dempster.mp4 54.6 MB video/mp4 Download
30-409-Wavelet-based_PDE_and_fast_Monte_Carlo_valuation_of_complex_derivatives-Michael_Dempster.rm 17.9 MB application/vnd.rn-realmedia Download
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