Recorded Date: December 2, 2020
Duration: 1 hour
Presenter(s): Evan Carey

In this webinar, we’ll give an introduction to Monte Carlo simulation methods for stochastic equations in the context of estimating portfolio risk. We’ll use Python with Pandas, NumPy, SciPy, and Seaborn to explore expected portfolio payout risk, given the size of the portfolio and underlying assumptions about the distribution of the rate and cost of events.