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