Sumários
The Crank-Nicolson scheme.
18 Março 2016, 19:00 • Fernando Manuel Rodrigues Ferreira Gonçalves
The Crank-Nicolson scheme.
The Euler schemes.
15 Março 2016, 19:00 • Fernando Manuel Rodrigues Ferreira Gonçalves
The Euler explicit and implicit schemes.
Finite difference methods.
8 Março 2016, 19:00 • Fernando Manuel Rodrigues Ferreira Gonçalves
Finite difference methods.
The heat and the Black-Scholes equations.
4 Março 2016, 19:00 • Fernando Manuel Rodrigues Ferreira Gonçalves
The heat and the Black-Scholes equations.
Second order linear parabolic PDEs.
1 Março 2016, 19:00 • Fernando Manuel Rodrigues Ferreira Gonçalves
Second order linear parabolic partial differential equations.