Models and Numerics in Financial Mathematics

Models and Numerics
in Financial Mathematics
Workshop: 26 - 29 May 2015, Leiden, the Netherlands
• Karel In ‘t Hout, U Antwerp
• Kees Oosterlee, CWI Amsterdam
Kristian Debrabant, SDU Odense
Matthias Ehrhardt, U Wuppertal
Fabien Le Floc’h, Calypso
Peter Forsyth, U Waterloo
Sven Foulon, Banco Santander
Emmanuel Gobet, TU Palaiseau
Lech Grzelak, Rabobank
Margaret Insley, U Waterloo
Andrey Itkin, New York U
Alex Lipton, Bank of America
Luis Ortiz-Gracia, CRM Barcelona
Andrea Pascucci, U Bologna
Christoph Reisinger, U Oxford
Mike Staunton, London Business School
Jari Toivanen, Stanford U
Carlos Vazquez-Cendon, U of A Coruña
Uwe Wystup, MathFinance
... plus many prominent researchers
from Belgium and the Netherlands
The Lorentz Center is an international
center in the sciences. Its aim is to
organize workshops for scientists in an
atmosphere that fosters collaborative
work, discussions and interactions.
For registration see:
Sailing through the storm
Painting ‘Calais Pier’ by J. M. W. Turner, 1803.
Poster design: SuperNova Studios . NL