Minisymposium

 

  1. "Analytical and numerical methods for option pricing"

        Organizer: Maria Rosario Grossinho, ISEG Lisboa

 

  1. "Approximation methods from numerics, probability and statistical learning in computational finance"

        Organizer: Kathrin Glau, École Polytechnique Fédérale de Lausanne and Queen Mary University of London

 

  1. "Consumption and investment under mortality risk"

        Organizer: Jaime Londoño, Universidad Nacional de Colombia

 

  1. "Local volatility models and inverse problems"

        Organizer: Jorge Zubelli, IMPA, Brasil

 

  1. "Machine learning methods in computational finance"

        Organizers: Anastasia Borovykh & Kees Oosterlee, CWI Amsterdam

 

  1. "Modelling and valuation techniques for energy markets"

        Organizer: Michael Coulon, University of Sussex

 

  1. "Numerical Methods for PDEs in finance"

        Organizers: Matthias Ehrhardt & Jan ter Maten, University of Wuppertal

 

  1. "Qualitative and quantitative aspects of nonlinear PDEs based models arising in mathematical finance"

        Organizer: Daniel Ševčovič, Comenius University

 

  1. "Young researchers Minysimposium on computational finance"

        Organizer: José Germán López-Salas, University of A Coruña