Workshop Content:
Workshop consists of 10 lectures that each one will be presented in 2 academeic hours. The lectures' title are as follow:
Lecture 1: Scattered Data Interpolation Problem (S. De Marchi)
Lecture 2: Positive Definite Functions (S. De Marchi)
Lecture 3: Conditionally Positive Definite Functions and Compactly Supported Functions (S. De Marchi)
Lecture 4: Error Estimates (E. Perracchione)
Lecture 5: Partition of Unity Method and Efficiency (E. Perracchione)
Lecture 6: Algorithms and Elliptic PDEs (E. Perracchione)
Lecture 7: RBF Methods for Financial Problems (S. De Marchi)
Lecture 8: Software for RBF Approximation (E. Perracchione)
Lecture 9: RBF Method for Option Pricing under Jump Diffusion Model (A. Neisy)
Lecture 10: Mathematical Methods for Financial Derivatives (A.Neisy)