Advanced Class on Monte Carlo Simulations

BVResearch Pro
Training Event Transcripts
March 10, 2023
James Herr, CFA, ASA
Matthew Mezs
monte carlo, option price modeling, valuation methodology, Excel


Participants will learn next-level skills in Monte Carlo simulations, such as: constructing confidence intervals, two or more random variables that are correlated, and using non-Excel software platforms (i.e., Python, Octave). Participants will also learn some VBA coding for running Monte Carlo simulations. The webinar will also present multiple Monte Carlo simulation examples, such as: contingent consideration with correlated variables, dealing with future dilutive financing rounds in an option pricing model/equity allocation framework, and option pricing for energy commodity contracts.
Advanced Class on Monte Carlo Simulations
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