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ICMS
Course Code
ICMS Publisher
ICMS Licence Type
All rights reserved Language
English Date Created
July 8th, 2020
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Speaker: Abdul Lateef Haji-Ali (Heriot Watt University)
Title: Sub-sampling and other considerations for efficient risk estimation in large portfolios
Publisher
Liam Holligan Licence Type
All rights reserved Language
Enlgish Date Created
May 20th, 2020
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Speaker: Conall Kelly, University College Cork A hybrid, adaptive numerical method for the Cox-Ingersoll-Ross model
Publisher
Liam Holligan Licence Type
All rights reserved Language
english Date Created
May 6th, 2020
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One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 3, April 2020. Charles-Edouard Bréhier (Claude Bernard Lyon), Analysis of splitting schemes for the stochastic…
Publisher
Liam Holligan Licence Type
All rights reserved Language
english Date Created
April 29th, 2020
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One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 2, April 2020. Xuerong Mao (Strathclyde), The Truncated Euler-Maruyama Method for Stochastic Differential Delay…
Publisher
Liam Holligan Licence Type
All rights reserved Language
English Date Created
April 22nd, 2020
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One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems Week 1, April 2020 Kostas Zygalakis (Edinburgh), Explicit stabilised Runge-Kutta methods and their application to…
Licence Type
All rights reserved Language
English Date Created
April 15th, 2020
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