Workshop for PhD Students
July 10th is a dedicated one-day workshop for PhD students. It is aimed at introducing PhD students to two of the most commonly used computational methods for pricing exotic options - (i) multidimensional PDEs and (ii) high-dimensional quasi Monte Carlo
The morning workshop will be instructed by Paul Clifford and Jonathan Mascie-Taylor from the Mathematics Institute, University of Warwick.
The lab session with involve a tutorial illustrating the design of a quasi Monte Carlo C++ code with possible applications for exotic option pricing.
The afternoon workshop will be instructed by Chris Cantwell and Paul Clifford, both PhD students at the Mathematics Institute, University of Warwick.
The lab session with involve a tutorial, based on C++ code, developed for solving multidimensional PDEs from financial mathematics by so-called "dimensional splitting methods".
The PhD workshop is open to all PhD students. The number of places for the workshop on July 10th is limited to 24. Places will be allocated on a first come first served basis and applications must also be accompanied by a supporting email from your supervisor sent to p.clifford-at-warwick.ac.uk
Registration fees for PhD students is £15 and allows the PhD students to attend the conference on July 11th and 12th also. Registration fees include lunch on all three days. Registration is completed through the conference registration.
The PhD workshop has been funded by the Institute for Advanced Studies(IAS), University of Warwick.