November 5th - 6th, 2007
Commerzbank-Hochhaus, Frankfurt a. M.
In this workshop we will present the latest advancements in numerical methods for financial applications. Techniques include, but are not limited to, PDE methods for pricing financial derivates, recent develepment Monte Carlo methods, numerical techniques in risk management.
Peter Forsyth (Waterloo, Canada)
Mike Giles (Oxford, UK)
Peter Kloeden (Frankfurt a.M., Germany)
Ludger Overbeck (Giessen, Germany)
Please send your one page abstract before September 15th to
Acceptance will be announced before October 1st, 2007.
The workshop fee will be EUR 150.- for academic researchers, EUR 300.- for industrial participants. The fee covers admission to all lectures, workshop material, lunch, dinner, coffee breaks.
Payments are to be made in EURO by bank transfer:
University of Heidelberg, reference "Numerics of Finance"
Baden-Wuerttembergische Bank Stuttgart,
Account No 7421500436, Bank code 60050101, SWIFT/BIC: SOLADEST
IBAN: DE696005010174215004 36
Commerzbank-Hochhaus, Kaiserplatz 16, 60311 Frankfurt a.M.
How to find us:
By car: A 66/A 5 to A 648, Theodor-Heuss-Allee, Friedrich-Ebert-
Anlage, Platz der Republik, turn left to Mainzer Landstrasse, turn right to Taunus-
anlage, turn left to Kaiserstrasse
By public transport: U1, U2, U3, U4, U5, or tram no. 11, no. 12, stop Willy-Brandt-
Hotels in Frankfurt a. M.: http://www.frankfurt-tourismus.de or http://www.hrs.de
Here you find an additional list of 3* to 5* hotels, recommended by Commerzbank.