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EAA WEB SESSION
3 Feb 2025
Modern Financial Simulation Techniques
Monday, 03 February 2025
10:00 - 12:00
Topics:
- Carrying out simulation exercises efficiently: runtimes and other practicalities
- Will fewer simulations suffice?
- Traditional variance reduction techniques
- Efficient selection of ‘more representative’ simulations
- Nesting, proxy modelling and least squares Monte Carlo
- Segmenting simulation sets
- Algorithmic differentiation, parallelisation and quantum computing
- Regulatory perspectives
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Preliminary programme. All the above times are given in CET (Central European Time).
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