Welcome, the Thalesians!
The Thalesians are a group of dedicated professionals with an interest in finance, economics, mathematics, computer science, and synergetics, not necessarily in that order.
Please visit our home page:
The Thalesians - http://www.thalesians.com/
- Where?
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15 Westferry RoadE14 8JHLondon+44 (0)20 7987 3516
- Who’s coming?
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13 Yes / 0 Maybe
PDE Methods for Option Pricing under Jump Diffusion Processes
Abstract
The PDE approach to Option Pricing under jump-diffusion processes (useful for American style contracts) leads to the need to solve numerically a partial integro-differential equation. Read more
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What members are saying
“ If you are interested in the field of mathematical finance you should definitely join. Mainly to broaden your horizon and meet similarly (but slightly different) minded people. ”
“ Great presentations on GPU processing with NVIDIA and CUDA. Looking forward to the CUDA workshop that you mentioned tonight :-) ”