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