09:00
10:00
11:00
12:00
13:00
14:00
15:00
16:00
17:00
18:00
›9:30 (30min)
9:30 - 10:00 (30min)
Coffee break
›10:00 (2h)
Thomas Kruse
Algorithms for Solving High Dimensional PDEs and BSDEs: From Nonlinear Monte Carlo to Machine Learning
Algorithms for Solving High Dimensional PDEs and BSDEs: From Nonlinear Monte Carlo to Machine Learning
› Salle de Conférences
10:00 - 12:00 (2h)
Thomas Kruse
Salle de Conférences
Algorithms for Solving High Dimensional PDEs and BSDEs: From Nonlinear Monte Carlo to Machine Learning
›13:30 (2h)
› Salle de Conférences
13:30 - 15:30 (2h)
Mathieu Rosembaum
Salle de Conférences
A rough volatility tour from market microstructure to complex options
›16:00 (2h)
› Salle de Conférences
16:00 - 18:00 (2h)
Mathieu Rosembaum
Salle de Conférences
A rough volatility tour from market microstructure to complex options
