Piazza Affari 2
Milano
Italy
Be Consulting
derivative, option, European, Asian, barrier, knock-out, cliquet, greeks, Brownian bridge, global sensitivity analysis, Monte Carlo, Quasi Monte Carlo, random, pseudo random, quasi random, low discrepancy, Sobol', convergence, speed-up
derivative, option, European, Asian, barrier, knock-out, cliquet, greeks, Monte Carlo, Quasi Monte Carlo, random, pseudo random, quasi random, low discrepancy, Sobol', convergence, speed-up, Brownian bridge, global sensitivity analysis, principal component analysis, AAD
Barycentric formula, Chebyshev interpolation, Finite Differences, Gamma, Greeks, Monte Carlo.
Funding, Valuation Adjustments, FVA, Collateral, Equity Swap, Total Return Swap, Stock Lending, Dividend Tax, Tobin Tax
