Date | 2018-08-13 |
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Speaker | 안신미 |

Dept. | 경희대학교 |

Room | 129-104 |

Time | 10:00-12:30 |

Monte Carlo simulation is an essential tool in the pricing of derivative securities and in risk management. In this talk, we discuss fundamentals of Monte Carlo methods, especially focusing on how to generate several types of random variables. We also talk about the role of a quant on the OTC derivatives desk with some examples.

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