MSc Mathematical Finance Module 6 Advanced Numerical Methods – Tuesday 1 Friday 4 December 2015 – Wednesday Thursday Friday Tuesday 1 December 2 December 3 December 4 December revised Monte Carlo theory Econometrics Finite Differences Calibration 09.00 10.30 – (Giles) (Szpruch) (Reisinger) (Reisinger) 10.30 11.00 Coffee break Coffee break Coffee break Coffee – 11.00 12.30 Monte Carlo theory Econometrics Finite Differences Calibration Workshop – (Giles) (Szpruch) (Reisinger) (Reisinger, assisted by Mariapragassam) 12.30 13.30 Lunch Lunch – 13.30 15.00 Monte Carlo theory (Giles) Econometrics Finite Differences – (Szpruch) Workshop (Reisinger, assisted by Rotaetxe) 15.00 15.30 Tea break Tea break Tea break – 15.30 17.00 Financial Computing Econometrics Financial Computing – (Mariapragassam) (Szpruch) Workshop (Mariapragassam)
MSc Mathematical Finance Module 6 – Advanced Numerical Methods Tuesday 1 – Friday 4 December 2015 Tuesday 1 December revised Wednesday 2 December Thursday 3 December Friday 4 December 09.00 – 10.30 Monte Carlo theory (Giles) Econometrics (Szpruch) Finite Differences (Reisinger) Calibration (Reisinger) 10.30 – 11.00 Coffee break Coffee break Coffee break Coffee 11.00 – 12.30 Monte Carlo theory (Giles) Econometrics (Szpruch) Finite Differences (Reisinger) Calibration Workshop (Reisinger, assisted by Mariapragassam) 12.30 – 13.30 Lunch Lunch 13.30 – 15.00 Monte Carlo theory (Giles) Econometrics (Szpruch) Finite Differences Workshop (Reisinger, assisted by Rotaetxe) 15.00 – 15.30 Tea break Tea break Tea break 15.30 – 17.00 Financial Computing (Mariapragassam) Econometrics (Szpruch) Financial Computing Workshop (Mariapragassam)
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