Seminars and Colloquia
Mathematics
Feynman Kac representation of path dependent PDEs
Wed, Nov 23, 2016,
04:30 PM to 05:30 PM
at Madhava Hall
Dr. Ludger Overbeck
Justus-Liebig-Universität Giessen
I would talk about standard Feynman-Kac representation of standard PDES first. This should be accessible for general mathematicians.
About the speaker: Since June 2003, Ludger Overbeck holds a Professorship of Mathematics and his Application at the University of Giessen in Germany. His main academic interests are quantitative methods in finance and risk management and stochastic analysis. He is also involved in many industry projects.
