Monte Carlo Methods in Finance

Quantopian's community platform is shutting down. Please read this post for more information and download your code.

Back to Community

Monte Carlo Methods in Finance

edited

Hey guys,
I came across very good course and very much related to quant research and trading. Course is related to widely known and used Monte Carlo Methods for the purpose of Finance. Alternatively to Coursera, this one is hosted by Iversity.
Just to let you know - it has already started on 20th Jan and right now they released Week 4 out of 9, so there is still time to enrol for FREE. See link below.

Monte Carlo Methods in Finance

It's my first post in this Forum and I hope it's not last.
Good luck everybody!

Bart S.

5 responses

Hey Bart,

Welcome to Quantopian! Here are a few other resources on Monte Carlo methods:

Introducing Monte Carlo Methods with R
http://www.webpages.uidaho.edu/~stevel/565/literature/Introducing%20Monte%20Carlo%20Methods%20with%20R.pdf

Monte Carlo Methods from the NYU Department of Computer Science
http://www.cs.nyu.edu/courses/fall06/G22.2112-001/MonteCarlo.pdf

Monte Carlo Methods in Financial Engineering by Paul Glasserman
https://camjclub.wikispaces.com/file/view/Monte%20Carlo%20Methods%20In%20Financial%20Engineering.pdf/367817134/Monte%20Carlo%20Methods%20In%20Financial%20Engineering.pdf

Cheers,
Ryan

Super!
Thanks a lot, Ryan,
Bart S.

Here are some notes on Monte Carlo implemented in Quantopian.

https://www.quantopian.com/posts/monte-carlo-simulation

Hi Everybody,
Just to remind you guys that it's a last call for those who still want to get knowledge on applying Monte Carlo methods into their trading. The Monte Carlo Methods in Finance course will come to end soon and if somebody would like to get your hands on, I'd suggest to get in there as quickly as you can. Think about downloading the videos if need to.
Plus there has been materials posted kindly by Ryan on this subject, see above.

Best regards,
Bart S.

Python material for the course https://github.com/olafSmits/MonteCarloMethodsInFinance

I couldn't find videos online.

You've successfully submitted a support ticket.

Our support team will be in touch soon.

Need help? Contact support.

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

About Quantopian

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.