We are glad to announce a summer school on
"Numerical Methods for Stochastic Differential Equations"
which will take place from 2-4 September, 2013, at Vienna University of
Technology, Austria.
The summer school aims to bring together talented young researchers in
the field of (stochastic) differential equations and computational
finance, mainly in their first PhD year.
In a series of four lectures, each of four renowned international
experts will give an introduction and present new numerical results. The
topics of the summer school include Monte-Carlo methods, numerical
techniques for stochastic (partial) differential equations, error
estimation, and applications in sciences and finance. The following
speakers have confirmed to present mini-courses:
• Evelyn Buckwar (Linz, Austria)
• Desmond Higham (Strathclyde, United Kingdom)
• Andreas Rößler (Lübeck, Germany)
• Gabriel Lord (Edinburgh, United Kingdom) (*)
(*) to be confirmed
For further information, please see
http://www.asc.tuwien.ac.at/~juengel/sde/sde.html
Organizers:
Bertram Düring, University of Sussex, Brighton, UK
Ansgar Jüngel, Vienna University of Technology, Austria