Lecture 2023-1 Session 18: Numerical Methods: Monte-Carlo Simulation of Stochastic Processes
Channel: finmath
Date: 2023-06-15

Lecture 2023-1 Session 18: Numerical Methods / Computational Finance 1: Monte-Carlo Simulation of Stochastic Processes

- Monte-Carlo Simulation of Itô Stochastic Processes
- Monte-Carlo Simulation of Poission Processes
- Code Session: Monte-Carlo Simulation of a Poission Processe