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"PDE and Mathematical Finance" in Stockholm |
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14 August 2005 |
Agenda
| 15:00 |
Welcome.
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| 15:05 |
Insight into new mathematical approaches, algorithms and numerical schemes.
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: 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.
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: how UnRisk2 quickly transforms high-end numerics into values.
Stefan Fink: Computational finance at the largest bank of Upper Austria.
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| 17:00 |
Discussion and farewell coffee.
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Downloads
Please download talks presented at the "PDE and Mathematical Finance" event in Stockholm.
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