First Workshop of the PRISEMA Project
(Portugal-Germany Bilateral Research Cooperation
project funded by FCT and DAAD)

Workshop

22-24 May 2024, CEMAPRE, ISEG, Lisbon

Description


Topics discussed: Introduction to models for market emissions certificates and financial derivatives, Finite difference methods for option pricing problems, backward stochastic differential equations, Monte Carlo methods for pricing financial products and for rough volatility models


Organizers:

João M E Guerra (Universidade de Lisboa)

Accommodation

For more information please contact us.

Contacts

CEMAPRE - Centre for Applied Mathematics and Economics

Rua do Quelhas, n.º 6
1200-781 Lisboa
Portugal

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