Veranstaltungskalender der Bergischen Universität Wuppertal

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

Termin ICS-Download