RESEARCH SCHOOL - ECOLE DE RECHERCHE
Quasi Monte Carlo Methods and Applications (2255)
​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
Hansjoerg Albrecher (Université de Lausanne)
Gunther Leobacher (University of Graz)
Giray Ökten (Florida State University)
ORGANIZING COMMITTEE
Joël Rivat (Aix-Marseille Université)
Stefan Thonhauser (TU Graz)
​Robert Tichy (TU Graz / Aix-Marseille Université)
TENTATIVE MAIN GUEST SPEAKERS
Hansjoerg Albrecher (Université de Lausanne)
Giray Ökten (Florida State University)
Ralf Korn (TU Kaiserslautern)
Frances Kuo (UNSW Sydney)
Gunther Leobacher (KFU Graz)
Stefan Thonhauser (TU Graz)
SPONSORS OF THIS SEMESTER