SHARCNET™ - Fields Conference on Monte Carlo Methods in Quantitative Finance

Talk Abstracts

Phelim Boyle, University of Waterloo [ Keynote Speaker ]
Applications of the Monte Carlo Method in Finance

David Jamieson Bolder, Financial Markets Department, Bank of Canada
A Debt Strategy Simulation Model

George J. Jiang, University of Arizona
[ Joint work with Roel C.A. Oomen, University of Warwick ]
Hedging Derivatives Risks

Alexander Kreinin, Algorithmics Inc.
Integrated Market and Credit Risk Modeling

Duncan Murdoch, University of Western Ontario
Introduction to Perfect Sampling

Marcel Rindisbacher, University of Toronto
Malliavin Calculus for Monte Carlo Methods in Finance

Ken Seng Tan, University of Waterloo
[ Joint work with Junichi Imai, Iwate Prefectural University ]
A General Dimension Reduction Technique For Derivative Pricing

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