Morlet 2020-2 – Research School – Quasi Monte Carlo Methods and Applications




Date(s) : 28/09/2020 - 02/10/2020
0 h 00 min

CIRM – Jean-Morlet Chair – Robert Tichy & Joël Rivat

Diophantine Problems: Determinism, Randomness, Applications

Problèmes diophantiens: Déterminisme, aléatoire, applications

RESEARCH SCHOOL – ECOLE DE RECHERCHE
Quasi Monte Carlo Methods and Applications
​Méthodes Quasi Monte Carlo et applications

Dates: 28 September – 2 October 2020
Place: CIRM (Marseille Luminy, France)


KEY WORDS
Risk Modeling, Computational Finance, Simulation Techniques
DESCRIPTION

The focus lies on applications in numerical integration, risk modelling, computational finance, simulation techniques, and computational geometry.

Speakers will introduce basic terminology and methods and then discuss fundamental applications.

The research school is open to advanced master students in mathematics, statistics, and computer science as well as to PhD students.

In particular, the following speakers will give survey lectures:

  • Hansjörg Albrecher (Université de Lausanne)
  • Gerhard Larcher (JKU Linz)
  • Véronique Maume-Deschamps (Université de Lyon 1)
SCIENTIFIC COMMITTEE
ORGANIZING COMMITTEE
TENTATIVE MAIN GUEST SPEAKERS

Emplacement
CIRM, Luminy

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