Logo

Mathematical Sciences Research Institute

Home » Workshop » Schedules » Numerical solution of stochastic differential equations with applications in finance

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: MSRI: Simons Auditorium
Primary Mathematics Subject Classification No Primary AMS MSC
Secondary Mathematics Subject Classification No Secondary AMS MSC
Video

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

Abstract No Abstract Uploaded
Supplements
67825?type=thumb 01.jpg 15.1 KB image/jpeg Download
67826?type=thumb 02.jpg 24.9 KB image/jpeg Download
67827?type=thumb 03.jpg 10.6 KB image/jpeg Download
67828?type=thumb 04.jpg 9.4 KB image/jpeg Download
67829?type=thumb 05.jpg 14 KB image/jpeg Download
67830?type=thumb 06.jpg 14.3 KB image/jpeg Download
67831?type=thumb 07.jpg 10.6 KB image/jpeg Download
67832?type=thumb 08.jpg 9.49 KB image/jpeg Download
67833?type=thumb 09.jpg 17.7 KB image/jpeg Download
67834?type=thumb 10.jpg 14.2 KB image/jpeg Download
67835?type=thumb 11.jpg 13.2 KB image/jpeg Download
67836?type=thumb 12.jpg 13 KB image/jpeg Download
67837?type=thumb 13.jpg 11.4 KB image/jpeg Download
67838?type=thumb 14.jpg 10.2 KB image/jpeg Download
67839?type=thumb 15.jpg 11.2 KB image/jpeg Download
67840?type=thumb 16.jpg 9.84 KB image/jpeg Download
67841?type=thumb 17.jpg 10.6 KB image/jpeg Download
67842?type=thumb 18.jpg 15.7 KB image/jpeg Download
67843?type=thumb 19.jpg 10.7 KB image/jpeg Download
67844?type=thumb 20.jpg 13.5 KB image/jpeg Download
67845?type=thumb 21.jpg 14.6 KB image/jpeg Download
67846?type=thumb 22.jpg 15 KB image/jpeg Download
67847?type=thumb 23.jpg 15.6 KB image/jpeg Download
67848?type=thumb 24.jpg 16.3 KB image/jpeg Download
67849?type=thumb 25.jpg 12.9 KB image/jpeg Download
67850?type=thumb 26.jpg 13.9 KB image/jpeg Download
67851?type=thumb 27.jpg 11.9 KB image/jpeg Download
67852?type=thumb 28.jpg 10.3 KB image/jpeg Download
67853?type=thumb 29.jpg 14.4 KB image/jpeg Download
67854?type=thumb 30.jpg 10.1 KB image/jpeg Download
67855?type=thumb 31.jpg 18.3 KB image/jpeg Download
67856?type=thumb 32.jpg 17 KB image/jpeg Download
67857?type=thumb 33.jpg 10.7 KB image/jpeg Download
67858?type=thumb 34.jpg 12 KB image/jpeg Download
67859?type=thumb 35.jpg 8.54 KB image/jpeg Download
67860?type=thumb 36.jpg 9.53 KB image/jpeg Download
67861?type=thumb 37.jpg 10.6 KB image/jpeg Download
67862?type=thumb 38.jpg 12 KB image/jpeg Download
67863?type=thumb 39.jpg 10.3 KB image/jpeg Download
67864?type=thumb 40.jpg 10.6 KB image/jpeg Download
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
Buy the DVD

If none of the options work for you, you can always buy the DVD of this lecture. The videos are sold at cost for $20USD (shipping included). Please Click Here to send an email to MSRI to purchase the DVD.

See more of our Streaming videos on our main VMath Videos page.