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Application of Monte Carlo estimators for the fast, efficient calculation of complex option Greeks in the presence of stochastic volatility

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If you have a question about this talk, please contact Francis Woodhouse .

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This talk is part of the PMP Presentation Day series.

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Pavilion Room, Hughes Hall, Mortimer Road, Cambridge CB1 2EW in person & via zoom Zoom: https://trin-cam-ac-uk.zoom.us/j/96360088902?pwd=UmNWZ0JkNGE3elM2dXJCS2ZRVEc1dz09

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