ECMI’s Executive Director, Hilary Ockendon, discusses the latest developments in Industrial Maths in SIAM News https://sinews.siam.org/DetailsPage/tabid/607/ArticleID/657/Mathematics-in-Industry-around-the-World.aspx
Read moreDay: December 7, 2015
High order ADI schemes for option pricing problems
In financial engineering the pricing of options and derivatives is a major field of interest. The behavior of assets is in general described via stochastic differential equations
Read moreModel Order Reduction in Option Pricing
My name is José Pedro Silva and I am a PhD-Student at the Applied Mathematics and Numerical Analysis Group at the University of Wuppertal together
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