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Equity Derivatives: Advanced Models
London Financial Studies
Workshop: PC-based implementation of the VG model (Matlab) Day Two Stochastic Volatility Stylised features of volatility... implementation of FFT pricing and calibration algorithm (Matlab) Day Three Monte Carlo Simulations: Theory Standard sampling of Heston...
(Investment Banking Course in London)
£ On request
Equity Derivatives: Valuation And Management
London Financial Studies
Extensions of the VG model Workshop: PC-based implementation of the VG model (Matlab) Day Two Stochastic Volatility Stylised... Workshop: PC-based implementation of FFT pricing and calibration algorithm (Matlab) Day Three Monte Carlo Simulations: Theory...
(Financial Markets Course in London)
£ On request
