This group is dedicated to fostering a community of people interested in the R programming language. Open to both new and experienced R users, we gather to discuss ideas, share projects, and develop new skills.
On August 5th, Philip Munyua, PhD, will be presenting "R in Finance: Monte Carlo Model for Pricing European Options” at our monthly "Analytics Open Mic Night" at Roux campus.
This presentation will apply R-programming language to price a financial instrument, European Option. Monte Carlo simulation is used to price the option.
Philip is a PhD trained unicorn Data Scientist leader with over 14 years work experience that is responsible for data mining, modeling and analytics and providing innovative business intelligence (strategic business insights) to Executive Leadership and Business Unit Managers. Operates across functions in business and finance units; investments, insurance, consumer welfare, marketing, product, sales, and IT (engineering).
We will meet using a hybrid in-person/online format. The in person meeting will be at The Roux Institute, Northeastern University, 100 Fore Street, Portland, ME and online via Zoom. Free parking is available in the garage under the building. The meeting is in the big glass room on the first floor of 100 Fore St and there should be signs for Roux at the building entrance.