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Seminar |
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Financial mathematics | |
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Special seminar on financial mathematics
Time: 10:45-11.30
Place: HG 5.95 (Seidelzaal)
- Introduction (.ppt), Cathrin van Emmerich, 14/04/2005
- Binomialmethod (.ppt), Mikhail Sizov, 21/04/2005
- Stochastics
[ 1, 2, 3,
4, 5,
6, 7, 8,
9, 10,
11, 12, 13,
14,
15, 16, 17 (.jpg) ]
, Johan van Leeuwaarden, 28/04/2005
- Black-Scholes-formula (.pdf), Cathrin van Emmerich, 12/05/2005
- Monte-Carlo simulation (.pdf), Cathrin van Emmerich, 19/05/2005
- Parabolic differential equations
[ 1, 2, 3,
4, 5,
6, 7, 8,
9, 10,
11, 12, 13,
14,
15, 16, 17 ,
18, 19 (.jpg) ], Mikhail Sizov, 26/05/2005
- Numerical solution of free boundary problems: pricing of American options (.ppt), Prof. Dr. Wil Schilders, 02/06/2005
- Nonlinear Black-Scholes-type equations for financial derivatives (Abstract), Prof. Dr. Ansgar Jüngel, 09/06/2005
References:
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