Description

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First Workshop of the FRACTAL Project Portugal - Germany

1st FRACTAL Workshop - Introduction to fractional calculus with financial applications in view.

Topics discussed: Fractional derivatives and integrals: definitions and propertie; Fractional ODEs and/or PDEs: existence and uniqueness theorem and simple examples; Differential equations driven by the fractional Brownian motion; Fractional Brownian motion: applications in Finance; Numerical methods and fractional calculus.

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Organizers:

José Pedro Gaivão (Universidade de Lisboa), Maria do Rosário Grossinho (Universidade de Lisboa), João M E Guerra, Manuel Guerra (Instituto Superior de Economia e Gestão) and João Janela (Instituto Superior de Economia e Gestão)