Workshop
22-24 May 2024, CEMAPRE, ISEG, Lisbon
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
For more information please contact us.
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