Workshop Goals:
The main goal of the workshop is to promote, encourage, and bring together students with different interests in Financial Mathematics. A special emphasis will be on the applications of Mathematical in pricing at various markets such stock exchange market.
Those who will attend in this workshop will learn how to :
- Interpolate Problems with Scattered Data
- Estimate Errors
- Partition of Unity Method and Efficiency
- Write Algorithms and Elliptic PDEs
- Use RBF Methods for Financial Problems
- Use RBF Method for Option Pricing under Jump Diffusion Model
They learn the concept of :
- Positive Definite Functions
- Conditionally Positive Definite Functions
- Compactly Supported Functions
- Software for RBF Approximation
- Mathematical Methods for Financial Derivatives