Last week, I had the honor to give an Expert Lecture at King's College to MSc students from the Computational Finance programe.
Workshop on Financial Mathematics
Earlier this week, I had the pleasure to participate in the 5th International Conference on Mathematical Modelling by giving a 4 hours course/workshop titled "A Short Introduction to Monte Carlo Methods in Financial Mathematics". All the course materials (slides and Jupyter notebooks) can be found in my Github repository ICMM. The course was aimed to… Continue reading Workshop on Financial Mathematics