Tony Ware to offer PIMS Industrial Short Course in downtown Vancouver

Tony Ware will offer a PIMS Industrial Short Course on Monte Carlo Methods for Quantitative Finance at the downtown campus of SFU, 22-24 February 2012. This course, aimed at risk managers, quantitative analysts and others who want to learn how to make use of Monte Carlo and related techniques, has run previously in downtown Calgary.  The course will explains 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.

For more information, visit the PIMS Industrial Short Course website.