Last week, I delivered a lecture at King’s College London to MSc students in the Computational Finance program. We covered the Longstaff Schwartz algorithm for pricing American options, delving into both its mathematical formulation and Python implementation. I also shared insights from my 8 years as a Quant, emphasising the abundant opportunities in this field. Additionally, we explored alternative approaches, the advantages of using Monte Carlo, and the associated challenges and opportunities. You can access the lecture materials in the provided Jupyter notebook and slides. The experience was truly rewarding, allowing me the opportunity to interact with an energetic academic community.