Saturday, May 16, 2009

Spectral and Cubature Methods in Finance and Econometrics

An interdisciplinary international research workshop
University of Leicester, UK, June 18- 20, 2009

Supported by AMAMEF, EPSRC, LMS and University of Leicester

Scientific programme: thematic areas covered by workshop directions

1. Fourier-Laplace transform methods, the Wiener-Hopf factorization and FFT technique, with numerous applications. Advantages and computational problems of FFT.
2. Advances in Monte-Carlo methods
3. Eigenfunction expansion method
4. Econometrics of time series in the long run

Registration form for non-presenters can be found here

Fee: academics: 50 GBP, PhD students 0, others 100 GBP

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