26:32Lecture 2024 1 Session 23: From Acceptance Rejection-Sampling to Weighted Monte-Carlo
A 27-minute video from finmath: “Lecture 2024 1 Session 23: From Acceptance Rejection-Sampling to Weighted Monte-Carlo”.
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26:32
22:29Lecture 2024 1 Session 26 - Poisson Process
A 22-minute video from finmath: “Lecture 2024 1 Session 26 - Poisson Process”.
35:14Lecture 2024 1 Session 36 - Control Variates
A 35-minute video from finmath: “Lecture 2024 1 Session 36 - Control Variates”.
24:47Lecture 2024-1 (16): Numerical Methods: Random Number Gen. (5): Low Discrepancy Seq. 2: Experiment
A 25-minute video from finmath: “Lecture 2024-1 (16): Numerical Methods: Random Number Gen. (5): Low Discrepancy Seq. 2: Experiment”.
27:47Lecture 2024-1 (17): Numerical Methods: Random Number Gen. (6): Low Discrepancy Seq. 3: Halton Seq.
A 28-minute video from finmath: “Lecture 2024-1 (17): Numerical Methods: Random Number Gen. (6): Low Discrepancy Seq. 3: Halton Seq.”.
47:17Lecture 2024-1 (19): Numerical Methods: Random Number Gen. (7): Other Distributions (1): ICDF Method
A 47-minute video from finmath: “Lecture 2024-1 (19): Numerical Methods: Random Number Gen. (7): Other Distributions (1): ICDF Method”.
25:30Lecture 2024-1 (20): Numerical Methods: Random Number Gen. (8): Other Distributions (2): Normal Dist
A 26-minute video from finmath: “Lecture 2024-1 (20): Numerical Methods: Random Number Gen. (8): Other Distributions (2): Normal Dist”.
57:32Lecture 2024-1 (21): Numerical Methods: Random Number Gen. (9): Other Distributions (3): Exponential
A 58-minute video from finmath: “Lecture 2024-1 (21): Numerical Methods: Random Number Gen. (9): Other Distributions (3): Exponential”.
1:14:12Lecture 2024-1 (22): Numerical Methods: Random Number Gen. (10): Acceptance Rejection Method (1)
A 74-minute video from finmath: “Lecture 2024-1 (22): Numerical Methods: Random Number Gen. (10): Acceptance Rejection Method (1)”.
28:28Lecture 2024-1 (37): Numerical Methods: Approx. of Partial Derivatives (1/3): Finite Differences
A 28-minute video from finmath: “Lecture 2024-1 (37): Numerical Methods: Approx. of Partial Derivatives (1/3): Finite Differences”.
41:44Lecture 2024-1 (38): Numerical Methods: Approx. of Partial Derivatives (2/3): Numerical Experiment
A 42-minute video from finmath: “Lecture 2024-1 (38): Numerical Methods: Approx. of Partial Derivatives (2/3): Numerical Experiment”.
42:07Lecture 2024-1 (39): Numerical Methods: Approx. of Partial Derivatives (3/3): Error Estimate
A 42-minute video from finmath: “Lecture 2024-1 (39): Numerical Methods: Approx. of Partial Derivatives (3/3): Error Estimate”.
31:12Lecture 2024-1 (40): Numerical Methods: Excursus: Density of the Underlying of a European Call Opt.
A 31-minute video from finmath: “Lecture 2024-1 (40): Numerical Methods: Excursus: Density of the Underlying of a European Call Opt.”.
1:13:01Lecture 2024-1 (41): Numerical Methods: Bermudan Options / American Monte-Carlo
A 73-minute video from finmath: “Lecture 2024-1 (41): Numerical Methods: Bermudan Options / American Monte-Carlo”.
1:16:07Lecture 2024-1 (42): Numerical Methods: American Monte-Carlo: Conditional Expectation in MC Sim(1/2)
A 76-minute video from finmath: “Lecture 2024-1 (42): Numerical Methods: American Monte-Carlo: Conditional Expectation in MC Sim(1/2)”.
1:17:26Lecture 2024-1 (43): Numerical Methods: American Monte-Carlo: Conditional Expectation in MC Sim(2/2)
A 77-minute video from finmath: “Lecture 2024-1 (43): Numerical Methods: American Monte-Carlo: Conditional Expectation in MC Sim(2/2)”.
26:43Lecture 2024-1 Session 10: Numerical Methods: Monte-Carlo Method (5/6): Monte-Carlo Integration 2/3
A 27-minute video from finmath: “Lecture 2024-1 Session 10: Numerical Methods: Monte-Carlo Method (5/6): Monte-Carlo Integration 2/3”.
18:10Lecture 2024-1 Session 11: Numerical Methods: Monte-Carlo Method (6/6): Monte-Carlo Integration 3/3
A 18-minute video from finmath: “Lecture 2024-1 Session 11: Numerical Methods: Monte-Carlo Method (6/6): Monte-Carlo Integration 3/3”.
41:27Lecture 2024-1 Session 12: Numerical Methods: Random Number Generation (1/5): Pseudo RNG
A 41-minute video from finmath: “Lecture 2024-1 Session 12: Numerical Methods: Random Number Generation (1/5): Pseudo RNG”.
28:44Lecture 2024-1 Session 13: Numerical Methods: Random Number Generation (2/5): Discrepancy
A 29-minute video from finmath: “Lecture 2024-1 Session 13: Numerical Methods: Random Number Generation (2/5): Discrepancy”.
33:02Lecture 2024-1 Session 14: Numerical Methods: Random Number Generation (3/5): Koksma-Hlawka Ineq.
A 33-minute video from finmath: “Lecture 2024-1 Session 14: Numerical Methods: Random Number Generation (3/5): Koksma-Hlawka Ineq.”.
51:46Lecture 2024-1 Session 15: Numerical Methods: Random Number Generation (4/5): Low Discrepancy Seq, 1
A 52-minute video from finmath: “Lecture 2024-1 Session 15: Numerical Methods: Random Number Generation (4/5): Low Discrepancy Seq, 1”.
13:11Smart Contracts: Representable Contract State (ERC-8100): ICMA BDT Demo
A 13-minute video from finmath: “Smart Contracts: Representable Contract State (ERC-8100): ICMA BDT Demo”.
4:01Smart Contracts: Representable Contract State (ERC-8100): Introduction
A 4-minute video from finmath: “Smart Contracts: Representable Contract State (ERC-8100): Introduction”.