SciCADE 2013
International Conference on Scientific Computation and Differential Equations
September 16-20, 2013, Valladolid (Spain)

Minisymposium

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MS21 - Modelling and numerical methods in financial mathematics

Organized by: Carlos Vzquez

Financial mathematics provides rigorous tools to model the valuation of financial investments and situations. For example, Feynman-Kc formula connects conditional expectation models with alternative PDEs ones for pricing financial derivatives, being Black-Scholes PDE the most popular one. In this minisymposium, a variety of advanced mathematical modelling tools, numerical methods and scientific computation techniques for different current problems in quantitative finance wil be presented.

Invited Contributions

Organized by         Universidad de Valladolid     IMUVA