RESEARCH SCHOOL - ECOLE DE RECHERCHE
Quasi-Monte Carlo Methods and Applications (2255)
Méthode de quasi-Monte Carlo et applications
NEW DATES: 2-6 NOVEMBER 2020
Place: CIRM (Marseille Luminy, France)
Risk Modeling, Computational Finance, Simulation Techniques
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:
TENTATIVE MAIN GUEST SPEAKERS