Overview of Monte-Carlo Techniques for Derivatives Pricing
|Date||5 March 2008|
|Time||13:00-14:00 (Timezone: Europe/London)|
|Venue||ICMA Centre, Room G03/04|
He has a PhD. in Applied Mathematics from Princeton University for numerical studies of plasma turbulence. He held a post-doctoral position at the Advanced Computing Laboratory at Los Alamos where he became involved in the development of software frameworks for high-performance numerical simulation. Foolowing his postdoc, Stephen spent several years developing derivatives pricing libraries for NumeriX.