Jean-Morlet Chair 2020 - Research School: Quasi-Monte Carlo Methods and Applications / Chaire Jean-Morlet 2020 - Ecole: Méthode de quasi-Monte-Carlo et applications

Collection Jean-Morlet Chair 2020 - Research School: Quasi-Monte Carlo Methods and Applications / Chaire Jean-Morlet 2020 - Ecole: Méthode de quasi-Monte-Carlo et applications

Appears in collection : Jean Morlet Chair - 2020 - Sem 2 - Tichy - Rivat

Organizer(s) Rivat, Joël ; Thonhauser, Stefan ; Tichy, Robert
Date(s) 02/11/2020 - 07/11/2020
linked URL https://www.chairejeanmorlet.com/2255.html

All the collection videos (15)

59:27

published on November 2, 2020

PDMPs and Integrals PDMPs in risk theory and QMC integration II

By Stefan Thonhauser

43:45

published on November 2, 2020

Number sequences for simulation - lecture 1

By Giray Ökten

52:52

published on November 2, 2020

Number sequences for simulation - lecture 2

By Giray Ökten

01:13:53

published on November 2, 2020

Risk theory: models and objectives PDMPs in risk theory and QMC integration I

By Stefan Thonhauser

52:11

published on November 2, 2020

Derivative pricing, simulation from non-uniform distributions - lecture 3

By Giray Ökten

01:09:44

published on November 2, 2020

Optimizing dividends and limited capital injections via exponential approximations I

By Florin Avram

52:37

published on November 2, 2020

Two concrete FinTech applications of QMC

By Gerhard Larcher

49:44

published on November 2, 2020

Brief introduction of Quasi-Monte Carlo Methods and their Applications

By Gunther Leobacher

50:15

published on November 2, 2020

Stochastic differential equations

By Gunther Leobacher

30:32

published on November 2, 2020

Quasi-Monte Carlo methods and applications: introduction

By Robert Tichy

01:04:25

published on November 2, 2020

On the estimation of conditional quantiles - lecture 1

By Véronique Maume-Deschamps

47:03

published on November 2, 2020

On the estimation of conditional quantiles - lecture 2

By Véronique Maume-Deschamps

32:44

published on November 2, 2020

The coordinate sampler: a non-reversible Gibbs-like MCMC sampler

By Christian P. Robert

41:42

published on November 2, 2020

PDMPs in risk theory and QMC integration III

By Stefan Thonhauser

01:05:34

published on November 2, 2020

On the estimation of conditional quantiles - lecture 3

By Véronique Maume-Deschamps

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