Veranstaltungskalender der Bergischen Universität Wuppertal
Termin | Kategorie | Veranstaltung | Ort |
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Mi04Mär
14:15 Uhr -17:45 Uhr |
Kategorie: Workshop
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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 |