Sumários

F-D Schemes for European Options

24 Março 2017, 11:00 Fernando Manuel Rodrigues Ferreira Gonçalves

F-D Schemes for European Options.


The Euler Explicit, Implicit & The Crank-Nicolson F-D Schemes

17 Março 2017, 11:00 Fernando Manuel Rodrigues Ferreira Gonçalves

The Euler Explicit, Implicit & The Crank-Nicolson F-D Schemes: Exercises.


The Euler Explicit, Implicit & The Crank-Nicolson F-D Schemes

13 Março 2017, 11:30 Fernando Manuel Rodrigues Ferreira Gonçalves

The Euler Explicit, Implicit & The Crank-Nicolson F-D Schemes.


Second Order Linear Parabolic PDEs & Finite Difference Methods - Introduction

10 Março 2017, 11:00 Fernando Manuel Rodrigues Ferreira Gonçalves

Second Order Linear Parabolic PDEs.

Finite Difference Methods - Introduction.


Course Presentation & Introduction to PDEs

20 Fevereiro 2017, 11:30 Fernando Manuel Rodrigues Ferreira Gonçalves

Course Presentation & Introduction to PDEs.