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Advanced Black-Scholes Theory

  
University of Oxford CPD - Maths Finance - 4 days - Intermediate - Public - £1250.00 (includes materials, lunch, refreshments)
Leads to qualification(s): certificate of attendance
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Description and objective: We explain a variety of numerical methods, form basic concepts to sophisticated algorithms, and their practical implementation.
Finite-difference methods
Monte Carlo simulations
Quasi-Monte Carlo methods and deterministic integration
Nonlinear problems
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Categories

 •Finance > Instruments > Capital Markets and Derivatives


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