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SF@W Reading Group

Unless otherwise specified, the Stochastic Finance @ Warwick reading group meets on Fridays 2 - 3pm in room MS.A1.01. All are welcome.

Term 1

The topic of the reading group for Term 1 is Monte Carlo Simulation and Finance. We will follow the lecture notes of Don L. McLeish, which can be found here.

  Topic Speaker
04.10.2019 Discussion of topic all
18.10.2019 McLeish, Chapter 3, p.98-128 Urvashi Behary Paray
25.10.2019 McLeish, Chapter 3, p.128-166 Ruiqi Liu
01.11.2019 McLeish, Chapter 3, p.166-196 Nazem Khan
08.11.2019 McLeish, Chapter 4, p.203-228 Jonathan Muscat
15.11.2019 McLeish, Chapter 4, p.228-252 Osian Shelley
22.11.2019 McLeish, Chapter 5, p.255-278 Joe Jerome
29.11.2019 McLeish, Chapter 5, p.278-p.298 Haodong Sun

For further information, please contact the reading group organiser Yan QU.

SF@W mailing list

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