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Minisymposium: Computational Methods for Finance and Energy Markets

  • E. Jan W. ter Maten
  • Matthias Ehrhardt
Conference paper
Part of the Mathematics in Industry book series (MATHINDUSTRY, volume 26)

Abstract

This minisymposium was an activity of the ECMI Special Interest Group on Computational Finance [2]. The SIG was launched at ECMI-2014 in Taormina (June 9–13, 2014) and (together with the ITN STRIKE network [3]) organized several sessions of a minisymposium in Computational Finance. The corresponding reporting can be found in [1]. At ECMI-2016 we brought together again twelve speakers.

References

  1. 1.
    Ehrhardt, M., Günther, M., Maten, E.J.W. ter: ECMI SIG on computational finance. ECMI Newsl. 56, 20–22. http://www.mafy.lut.fi/EcmiNL/issues.php?action=viewart&ID=333 (2014). Accessed 10 Feb 2017
  2. 2.
    Ehrhardt, M., Maten, E.J.W. ter: SIG computational finance. ECMI Annual Report 2015, European Consortium for Mathematics in Industry, p. 50. http://www-amna.math.uni-wuppertal.de/ecmi-sig-cf/ (2016). Accessed 10 Feb 2017
  3. 3.
    Multi-ITN STRIKE: Novel Methods in Computational Finance. http://www.itn-strike.eu/. Accessed 10 Feb 2017

Copyright information

© Springer International Publishing AG, part of Springer Nature 2017

Authors and Affiliations

  1. 1.Bergische Universität WuppertalWuppertalGermany

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