Format
The participation in the network is without formal obligations on the members. The topics are, among others, the following:
- Modelling and Analysis of nonlinear Black-Scholes Equations
- Modelling of Contagion and Herding Effects
- Analysis of Lévy Market Models
- Modelling Futures and Commodities
- Compact FDMs & Transformation Techniques, Semi-Lagrangian Schemes
- Fitted Operator and Special Meshes
- Newton-like methods for nonlinear PDEs
- Splitting Methods for modern FDMs
- Modern Monte Carlo Methods / Large Deviations Theory
- Parallel Solution Techniques / GPU Computing
- Optimal Control Tools in Finance
- Model Order Reduction / Reduced Basis
- Mathematical Modelling in Energy Markets