Topics in Importance Sampling and Derivatives Pricing

Time: Tue 2015-03-03 14.00

Location: Sal F3, Lindstedtsvägen 26, KTH, Stockholm

Subject area: Applied and Computational Mathematics

Doctoral student: Johan Nykvist , Mathematics

Opponent: Professor Bert Zwart, Centrum Wiskunde & Informatica, Amsterdam, Holland

Supervisor: Univ lektor/docent Filip Lindskog