Monte Carlo Methods in Finance by Dr. Jörg Kienitz
In the seminar we discuss the application of the Monte Carlo method. We furthermore show how to implement it in an object oriented fashion using VBA. Choosing this language is motivated by the fact that Excel is the most widespread application. In addition we give hints how to set up the method in C++.
|Event dates:||2008-10-20 – 2008-10-21|
|Organizer:||World Business Strategies Ltd|
|Classification:||C1 - Econometric and Statistical Methods: General|
|Event type:||Seminare, Summer Schools, Symposien, Workshops; Seminars, Summer Schools, Symposiums, Workshops|