Novel methods in computational finance (STRIKE). (STRIKE)

In recent years the computational complexity of mathematical models employed in financial mathematics has witnessed a tremendous growth. Advanced numerical techniques are imperative for the most present-day applications in financial industry. The motivation for this training network is the need for a network of highly educated European scientists in the field of financial mathematics and computational science, so as to ex-change and discuss current insights and ideas, and to lay groundwork for future collaborations.

Keywords:FINANCIAL MODELS, FINANCIAL MATHEMATICS, COMPUTATIONAL SCIENCE

Disciplines:Scientific computing, Game theory, economics, social and behavioural sciences, Numerical analysis, Statistics

Project type:Collaboration project