MonteCarlo: Monte Carlo Simulation in Finance
Interactive simulation where students build Monte Carlo pricing models for exotic options and portfolio VaR, discovering variance reduction…
Interactive visualizer for understanding asset-backed securitization mechanics. Students design a multi-tranche capital structure for a 500-loan mortgage pool, then stress-test it across five macroeconomic scenarios using a Vasicek single-factor model with adjustable default correlation.
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.
The decisions participants make during the simulation:
What participants follow on screen as the rounds go by:
Designed for courses in Quantitative Finance.
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