Monte Carlo Valuations of American Options
Chris Rogers University of Bath
This web presentation contains the
audio and slides
of a lecture given at the Fields Institute on June 18, 2002
as part of the Fields Institute 10th Anniversary Celebrations.
RealPlayer 7 or later, or other software capable of
playing
streaming audio,
is required.
You may browse the slides
in the presentation (a browser capable of displaying PNG graphics
is required).
Or, you may download a printer-ready
version in PDF format (requires Acrobat Reader).