Bachelor's Degree Project Presentation: Sequential Monte Carlo Methods for Pricing Asian Barrier Options

Abstract: Compactness is a central topic in topology and analysis. As undergraduates we're introduced to a few different notions of compactness and are then told that they are not always equivalent. We will explore why this is, when exactly they are equivalent (it turns out not just in metric spaces!), and introduce a formulation of compactness in terms of a generalization of sequences called nets.