Scientific Organiser:
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Lukasz Szpruch, University of Edinburgh
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Goncalo dos Reis, University of Edinburgh
About:
The main purpose of the meeting was to gather experts in an informal environment to provide a unique opportunity for the exchange of ideas, presentations and dissemination of new results.
The topics included:
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High performance computing
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Construction and analysis of new algorithms for non-linear equations in finance
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Recent developments in BSDE's
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Monte-Carlo and related methods
Speakers
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Lokman Abbas-Turki, Technische University Berlin
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Denis Belomestny, University of Duisburg-Essen
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Jean-Francois Chassagneux, Imperial College London
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Mike Giles, University of Oxford
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Emmanuel Gobet, Ecole Polytechnique
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Lajos Gyurko, University of Oxford
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Celine Labart, University of Savoie
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Antoon Pelsser, Maastricht University
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Gilles Pagès, Universities of Paris 6 and 7
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Ruppa Thulasiram, University of Manitoba
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Plamen Turkedjiev, Ecole Polytechnique
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Julien Guyon, Bloomberg L.P.
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Paulwin Graewe, Hombloldt University