Mini Course "Numerical Methods in stochastic control in mathematical finance" (external website )

Location: WPI Seminar room C 714 Thu, 16. Jun (Opening: 10:00) - Fri, 17. Jun 11

Organisation(s) WPI Organiser(s) Peter Laurence (U. Roma) Fred Benth (U. Oslo) Valery Kholodny (Verbund, Wien)

The previously announced mini-course by Peter A. Forsyth (University of Waterloo) has undergone major changes. Professor Forsyth had to cancel due to an injury last friday. The organiseres managed to put together however an excellent new program: same days, slightly different times. Due to the unforseen circumstances and enlarged scope of the conference the organisers are accepting, even at this late stage, new registrations.
To register write an email to: Peter Laurence

Talks in the framework of this event

Jacquier Antoine	WPI, Seminarroom C 714	Thu, 16. Jun 11, 10:00
"Asymptotics in Finance"
Event: Mini Course "Numerical Methods in stochastic control in mathematical finance" (2011)

Bayer, Christian	WPI, Seminarroom C 714	Thu, 16. Jun 11, 14:30
"Computational Finance"
Event: Mini Course "Numerical Methods in stochastic control in mathematical finance" (2011)

Reisinger, Christoph	WPI, Seminarroom C 714	Fri, 17. Jun 11, 10:00
"HJB equations and their numerical treatment" (part I)
Event: Mini Course "Numerical Methods in stochastic control in mathematical finance" (2011)

Reisinger, Christoph	WPI, Seminarroom C 714	Fri, 17. Jun 11, 14:00
"HJB equations and their numerical treatment" (part II)
Event: Mini Course "Numerical Methods in stochastic control in mathematical finance" (2011)

Bayer, Christian	WPI, Seminarroom C 714	Fri, 17. Jun 11, 16:30
"Computational Finance" (part II)
Event: Mini Course "Numerical Methods in stochastic control in mathematical finance" (2011)