Dr. Kai Liu, Candidate for Assistant Professor in Actuarial Science, School of Mathematical and Computational Sciences, will present on Thursday, April 13, 2017 in the Health Sciences Building, Room 105 at 2:15 pm. In his presentation, he will compare Monte Carlo and Quasi-Monte Carlo numerical pricing methods for exotic derivative securities; discuss the notions of nominal dimension and effective dimension as well as dimension reduction techniques; and propose an Effective Portfolio model. For the full abstract of Dr. Liu's presentation, please contact Rita Stanley at rstanley@upei.ca.

All are welcome to attend!