"PDE and Mathematical Finance" in Stockholm
14 August 2005

Agenda

15:00

Welcome.

15:05

Insight into new mathematical approaches, algorithms and numerical schemes.

This e-mail address is being protected from spambots. You need JavaScript enabled to view it : Finite Element and Streamline Diffusion Techniques, High-End Numerics for Derivatives Analytics with Unmatched Accuracy.

Heinz W. Engl: Identification of model parameters in Computational Finance based on inverse problems techniques.

Interacting with live examples in
the UnRisk2 working environment. Mathematica. Excel. Web.

This e-mail address is being protected from spambots. You need JavaScript enabled to view it : how UnRisk2 quickly transforms high-end numerics into values.

Stefan Fink: Computational finance at the largest bank of Upper Austria.

17:00

Discussion and farewell coffee.

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