German-Slovakian Project on Computational Finance

Sixteen mathematics students, doctoral candidates and professors are taking part in a new project on numerical financial mathematics between the Bergische Universität Wuppertal and the

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ACES – Applied Computing in Engineering and Science

ECMI node Wuppertal completed successfully the EU TEMPUS Project ACES – Applied Computing in Engineering and Science, (12/2013-10/2017), coordinated by TU Vienna. The Tempus project

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International MSc programme Computer Simulation in Science

Since 2006 Wuppertal is successfully running an international M.Sc. programme entitled Computer Simulation in Science (CSiS)  that focuses on the development, implementation and application of

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New European Joint Doctorate Network STIMULATE, Application deadline February 28th, 2018

Wuppertal is partner of a newly established Horizon2020 European Joint Doctorate Network entitled EJD STIMULATE, coordinated by the Cyprus Institute, that will run for the

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Shape optimization to minimize failure probability (and material consumption)

Movie: Shape flow for a 2D rod towards optimal reliability.   As three working groups (Optimization, High Performance Computing and Stochastics) at the IMACM in

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Student Projects in Data Analytics for Industries at IMACM / University of Wuppertal

During this winter term, 23 undergrad students of mathematics and economath make a special experience. In teams with up to fife students, they are invited

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Successful outcomes of ITN STRIKE

In Dec 2016 the European Initial Training Network project “STRIKE – Novel Methods in Computational Finance” did end. The Bergische Universität Wuppertal, Germany, coordinated this

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Co-simulation & UQ within the SIMUROM project

In many applications, coupled problems appear very naturally. For example, Fig.1 depicts a field/circuit problem, where a transformer can be modeled by a partial differential

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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

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Model 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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