Fellows

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Fellows Facebook Group

See the Fellows-Facebook-Group, set up and between M9-M14 moderated by Ms. Hoang Giang (ESR 10, U Greenwich, London, UK).
ESR3 (Pedro Pólvora, CU Bratislava) and ESR7 (Ivan Yamshchikov, UA Zittau) took over the Moderatorship (message PP 140711).
"This is a closed group and so only group members can see what others post".



Fellows Google Group

See Fellows-Google-Group, set up by Mr. José Silva (ESR2, BU Wuppertal, Wuppertal, Germany).
"This is a closed group and so only members can have access to the group forum".

Early Stage Researchers (ESRs)

Email 140415:
The PCDP's have to be updated before 140430.
Also a scheduling for secondments should be included.


ESR Start Fellow Contacts Partner Topic Declaration of
Conformity
PCDP
ESR1 M09, 130901 Mrs. Zuzana Bučková (Zíková) Buckova BU Wuppertal, Germany Compact FDMs on Special Meshes (details)
Online ECMI Newsletter 56, 2014, pp. 71-72
130923
Submitted.
Acknowledgement Ares(2013)3093529
130926
131113
140503
ESR2 M07, 130701 Mr. José Pedro Campos
Moreira da Silva
Silva BU Wuppertal, Germany MOR Techniques for Energy Derivatives (details)
Online ECMI Newsletter 56, 2014, pp. 73-74
130718
Draft.
140110
Submitted.
Acknowledgement Ares(2014)44524
130926
131114
140507
ESR3 M08, 130801 Mr. Pedro Pólvora Polvora CU Bratislava, Slovakia Modelling of Nonlinear Black-Scholes Equations (details)
Online ECMI Newsletter 56, 2014, pp. 74-75
131223
Completed
1309dd
131114
140503
ESR4 M09, 130901 Mrs. Vera Egorova Egorova UP Valencia, Spain Numerical Analysis of FDMs for nonlinear Black-Scholes models (details)
Online ECMI Newsletter 56, 2014, pp. 76-77
130918
Completed
131107
140503
ESR5 M12, 131216 Mr. Walter Mudzimbabwe Mudzimbabwe U Rousse, Bulgaria Fitted Operator Methods in Computational Finance (details)
Online ECMI Newsletter 56, 2014, pp. 77-78
131221
Completed
140108
140503
ESR6 M07, 130701 Mr. Nicola Cantarutti Cantarutti ISEG Lisbon, Portugal Analysis of Lévy Market Models and PIDE (details)
Online ECMI Newsletter 56, 2014, pp. 79-80
131226
Completed
131107
140430
ESR7 M02, 130201 Mr. Ivan Yamshchikov Yamshchikov UA Zittau/Görlitz, Germany Lie Group Analysis of Nonlinear Black-Scholes Equations (details)
Online ECMI Newsletter 56, 2014, pp. 80-81
130306
Completed
130204
131116
140503
ESR8 M06, 130601 Ms. Lara Trussardi Trussardi TU Vienna, Austria Herding and Contagion Effects in Financial Markets and possible Counteractions proposed by Optimal Control Techniques (details)
Online ECMI Newsletter 56, 2014, pp. 82-83
130425
Completed
130702
131112
140507
ESR9 M09, 130901 Mr. Álvaro Leitao Rodríguez Leitao TU Delft, The Netherlands Modelling and Numerical Techniques for Credit Valuation Adjustment (details)
Online ECMI Newsletter 56, 2014, pp. 84-85
131212
Completed
131210
140503
ESR10 M09-M14, 130901-140228 Ms. Ton Nu Huong Giang Hoang Giang U Greenwich, London, UK Newton-like Methods for the Commodity Market (details) 130924
Completed
131122
ESR10 M19, 140707 Mr. Shih-Hau Tan Tan U Greenwich, London, UK Newton-like Methods for the Commodity Market (details)
Online ECMI Newsletter 56, 2014, pp. 85-86
140717
Completed
140730
ESR11 M04, 130401 Ms. Beatrice Gaviraghi Gaviraghi U Würzburg, Germany Optimal Control Tools in Computational Finance (details)
Online ECMI Newsletter 56, 2014, pp. 87-88
130523
Completed
131118
140503
ESR12 M11, 131101 Mr. Radoslav Valkov Valkov U Antwerp, Belgium ADI-Schemes for nonlinear multi-dimensional Black-Scholes Equations (details)
Online ECMI Newsletter 56, 2014, pp. 88-89
131203
Completed
131224
140503


Experienced Researchers (ERs)

ER Start Fellow Contacts Partner Topic Declaration of
Conformity
PCDP
ER1 M22-M34, 141001-151031 Mr. Dr. Christof Heuer Heuer BU Wuppertal, Germany Dissemination of Computational Finance Toolbox 141002 Submitted 141210
ER2 M34, 151001 Ms. Dr. Silvie Zlatošová (Kafková) Kafkova CU Bratislava, Slovakia FDMs for nonlinear BS Equations in Commodity Market 151208 Submitted 151104
ER3 M37-M48, 160101-161231 Mr. Dr. Fazlollah Soleymani Soleymani UP Valencia, Spain Numerical solution of multi-asset option pricing problems 160119 Submitted 160426
ER4 M10-M20, 131001-140831 Ms. Dr. Marta Pou Bueno Bueno TU Delft, The Netherlands Case Study: CVA for the interest rate market
Online ECMI Newsletter 56, 2014, pp. 90-91
131216
Completed
140503
ER5 M38-M48, 160201-161231 Mr. Dr. André Ribeiro Ribeiro U Greenwich, London, UK Parallel computing / OpenFOAM for Computational Finance 160223 Submitted 160503