Lecture Computational Finance / Numerical Methods 03: Monte-Carlo Method 01: Convergence Results
Channel: finmath
Date: 2020-05-09

Lecture on Computational Finance / Numerical Methods for Mathematical Finance. Session 03: Monte-Carlo Method: Convergence Rate

The first session on the Monte-Carlo Method.
- introduction
- convergence results (central limit theorem, Tschebyscheff inequality, Monte-Carlo convergence rate)