1st Fractal Workshop


2-3 Jul 2019, ISEG, Lisboa


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.


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


For more information please contact us.


CEMAPRE - Centre for Applied Mathematics and Economics

Rua do Quelhas, n.º 6
1200-781 Lisboa

Email: cemapre@iseg.ulisboa.pt
Tel: (+351) 213 925 876