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Veranstaltungskalender der Bergischen Universität Wuppertal

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1st Bulgarian-German-Slovakian Mini-Workshop on "Novel Methods in Computational Finance"

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Kategorie: Workshop
Termin Kategorie Veranstaltung Ort
Mi04Mär
14:15 Uhr -
17:45 Uhr
Kategorie: Workshop

1st Bulgarian-German-Slovakian Mini-Workshop on "Novel Methods in Computational Finance"

siehe Beschreibung

Campus Grifflenberg, Gebäude D, Ebene 13, Raum 06, Gaußstr. 20

1st Bulgarian-German-Slovakian Mini-Workshop on "Novel Methods in Computational Finance"

Prof. Dr. M. Ehrhardt

Start 14:15 Uhr

Jakub Hrdina (Bratislava) "Duality in Conic Programming"

Terézia Fulová (Bratislava)  "Finding the nearest low-rank Correlation Matrix"

Michele Muniz (Wuppertal) "Correlation Flows - and how not to compute them"

Ján Gašper (Bratislava) "Gillespie Algorithm for non-Markovian Transitions"

15:45 - 16:15 Coffee Break / Discussion Round

Anna Clevenhaus (Wuppertal) "Pricing American Options with a affine-linear penalty function"

Slavi Georgiev (Ruse) "Numerical solutions to two time-dependent volatility inverse problems in option pricing"

Lorenc Kapllani (Wuppertal) "TBA"

17:45 End of Workshop / Discussion Round