Sumários

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10 Abril 2025, 09:30 • João Janela

Exercise discussion (Dupire's equations).
Heat equation in 2d. implementation.

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8 Abril 2025, 09:30 • João Janela

Finite difference methods for parabolic pde's in higher dimension. The 2D heat equation.

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3 Abril 2025, 09:30 • João Janela

Replaced on 9/4/2024 14:00 - 15:30 (room F2.102)

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1 Abril 2025, 09:30 • João Janela

The Black-Scholes equation and option pricing.

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27 Março 2025, 09:30 • João Janela

Finite difference schemes for the heat equation. Crank-Nicolson method.