# Monte Carlo Methods for Quantitative Finance - PIMS Industrial Short Course

## Topic

## Details

A course for risk managers, quantitative analysts and others who want to learn how to make use of Monte Carlo and related techniques.

Learn how to:

• use Monte Carlo methods for accurate option pricing, hedging and risk management.

• understand what the values produced by Monte Carlo computations mean and how much confidence should be placed in them in practice.

• increase the efficiency of their Monte Carlo applications through variance reduction techniques and the use of .

quasi-Monte Carlo methods.

• incorporate the latest developments into their current practice.

## Additional Information

Location: SFU Harbour Centre, Vancouver BC

515 West Hastings Street, Vancouver, B.C. Canada. V6B 5K3

Registration fee: $1,344 (HST Included)

Accomodations will be the responsibility of the participants. Downtown Vancouver has a large number of hotels to fit every budget and most are within walking distance to SFU Harbour Centre.

Should you have any specific questions regarding this event, please contact Tony Ware at aware@ucalgary.ca.

Tony Ware is an Assoc. Prof. in the Dept of Mathematics and Statistics at the University of Calgary, where he is the Director of the Mathematical and Computational Finance Laboratory. He works with energy companies including Nexen, TransAlta, Enmax, Louis Dreyfus Energy and Direct Energy.

**Industrial, Summer School**

**February 22–24, 2012**

**-**