Mathematical and Numerical Modeling in Finance
09 June - 11 June 2014
With the current crisis state of the global economy, the demand to regulate the financial markets is increasing. The mathematical challenges related to this are several and many of the problems are of an interdisciplinary character. The topics of this workshop include stochastic and deterministic models, methods for option valuation, model calibration, parameter estimation and (stochastic) optimal control.
Participation by invitation only.
Lina von Sydow