Finance & Banking · Quantitative Finance

MonteCarlo: Monte Carlo Simulation in Finance

Interactive simulation where students build Monte Carlo pricing models for exotic options and portfolio VaR, discovering variance reduction techniques and the convergence properties of simulation-based valuation

8 rounds Executive English, Español
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Who it is for

An advanced simulation for participants used to working with the main frameworks and trade-offs of the subject, designed for executive education and experienced professionals.

How a session runs

  1. The instructor creates a session from the Eureka dashboard and invites the participants.
  2. Participants play 8 rounds. In each one they submit their decisions and the simulation calculates the results.
  3. The simulation can be run in English, Español.
  4. The instructor follows each participant's progress and results from the dashboard, and uses the class results for the debrief.

Decisions participants make

The decisions participants make during the simulation:

  • Number of Paths (N)
  • Variance Reduction
  • Confidence Level

What participants track

What participants follow on screen as the rounds go by:

  • European Call Option
  • Simulation Parameters

Subjects covered

Designed for courses in Quantitative Finance.

  • Monte Carlo Simulation in Finance

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