1. Insight into new mathematical approaches, algorithms and numerical schemes.

Finite Element and Streamline Diffusion Techniques, High-End Numerics for Derivatives Analytics with Unmatched Accuracy.

Identification of Model Parameters in Computational Finance based on Inverse Problems Techniques.

Coffee Break.

2. The UnRisk2 working environment. A numerics-engine in C++ integrated into Mathematica, Excel and web environments.

How UnRisk2 quickly transforms High-End Numerics into Values.

Valuation of Complex Structured Instruments, Sensitivity Analysis and Exploration in Movies, Scenarios and Handling of Trading Books

Quick Customization in Mathematica's unparalleled declarative programming environment. UnRisk as web and grid applications.

Discussion (panel and face to face).