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Numerical solution of stochastic differential equations with applications in finance

Conference on Randomized Algorithms in Finance March 30, 2001 - April 01, 2001

April 01, 2001 (11:30 AM PDT - 12:30 PM PDT)
Speaker(s): Eckhard Platen
Location: SLMath: Eisenbud Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
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30-412-Numerical solution of stochastic differential equations with applications in finance-Eckhard Platen
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Video/Audio Files

30-412-Numerical solution of stochastic differential equations with applications in finance-Eckhard Platen

H.264 Video 30-412-Numerical_solution_of_stochastic_differential_equations_with_applications_in_finance-Eckhard_Platen.mp4 65.7 MB video/mp4 Download
30-412-Numerical_solution_of_stochastic_differential_equations_with_applications_in_finance-Eckhard_Platen.rm 21.5 MB application/vnd.rn-realmedia Download
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