THEMATIC PROGRAMS

April 19, 2014

Numerical and Computational Challenges in Science and Engineering

Week on Computational Challenges in Mathematical Finance
February 25 - March 1, 2002

Organizers: Tom F. Coleman (Cornell), Peter Forsyth (Waterloo), Ken Vetzal (Waterloo), Tom Hurd (McMaster)

This week starts off with a two day short course on

PDE methods for path dependent options ,

followed by a three day workshop on

Computational Methods and Applications in Finance.

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