Watch Multilevel Methods for Compute-efficient Monte Carlo Simulation Webinar

Considerable compute time savings can be realised by applying multilevel Monte Carlo for financial calculations. Join quant-of-the-year, award-winning Professor Mike Giles, as he explains and illustrates three applications, including

  • Option pricing
  • Reduced precision computation exploitation
  • VaR and CVaR estimation in risk calculations


Complete the form to watch the webinar.