Veranstaltungskalender der Bergischen Universität Wuppertal
Termin | Kategorie | Veranstaltung | Ort |
---|---|---|---|
Do12Dez
14:15 Uhr -17:45 Uhr |
Kategorie: Workshop
|
1st German-Portuguese-Slovakian Mini-Workshop on "Novel Methods in Computational Finance" Scientists from Lisbon, Bratislava and Wuppertal |
Campus Grifflenberg, Hörsaal 5 (Gebäude G, Ebene 10, Raum 07), Gaußstr. 20 |
1st German-Portuguese-Slovakian Mini-Workshop on "Novel Methods in Computational Finance" Prof. Dr. Matthias Ehrhardt 14:15 Daniel Sevcovic (Comenius University Bratislava) Comparison of numerical and analytical approximations of the early exercise boundary for the American put option 14:45 Michelle Muniz (University of Wuppertal) Using stochastic Lie group methods to approximate correlation matrices in financial markets 15:15 Beatriz Leal (ISEG Lisbon) Numerical methods for fractional in time parabolic equations: A first approach. 15:45 - 16:15 Coffee Break / Discussion Round 16:15 Anna Clevenhaus (University of Wuppertal) Pricing American Options with an adaptive Penalization Strategy and the Combination Technique 16:45 Francisco Fonseca (ISEG Lisbon) Fractional diffusion models and option pricing in jump models 17:15 Lorenc Kapllani (University of Wuppertal) A Multistep Scheme to solve Backward Stochastic Differential Equations for Option Pricing on GPUs 17:45 End of Workshop / Discussion Round |