/categories/visualisations/ Recent content in Visualisations on Home Hugo en ©Dialid Santiago 2025 Tue, 05 Mar 2024 00:00:00 +0000 /blog/lecture-kcl-2024/ Tue, 05 Mar 2024 00:00:00 +0000 /blog/lecture-kcl-2024/ <p>Last week, I had the privilege of delivering an expert lecture at <a href="https://www.kcl.ac.uk" target="_blank" rel="noopener">King&rsquo;s College London</a> to MSc students enrolled in the <a href="https://www.kcl.ac.uk/study/postgraduate-taught/courses/computational-finance-msc" target="_blank" rel="noopener">Computational Finance</a> program. This year, I opted for an extended session, spanning 2 hours instead of the usual 1, allowing us to delve deeper into a technical subject. We focused on the Longstaff Schwartz algorithm for pricing American options, thoroughly exploring its mathematical formulation, along with a practical demonstration of its implementation in Python. 🐍</p>