Number of hours
- Lectures 12.0
- Projects -
- Tutorials -
- Internship -
- Laboratory works 6.0
- Written tests -
ECTS
ECTS 2.0
Goal(s)
Know the different classes of Partial Differential Equations (PDEs): elliptic, parabolic, and hyperbolic. Understand their specific characteristics, particularly regarding the types of boundary conditions that must be considered. Understand what this implies for their numerical approximations. Applications to various PDE models arising in mathematical finance: Black-Scholes equation, Fokker-Planck equation, etc
Olivier ZAHM
Content(s)
1. Introduction: origin of partial differential equations (PDE) in mathematical finance
2. Different types of partial differential equations: parabolic, elliptic, hyperbolic and of mixed type
What are the physical phenomenon associated to, and how do they appear in e.g. Black-Scholes equation (diffusion part, transport part).
3. Partial differential equations, initial and boundary conditions: how to set them?
Notion of characteristic surface for a PDE.
4. Hamilton-Jacobi equations and introduction to dynamic optimal control
5. Some elements of numerical analysis of PDEs: theory and practice
Mathematical analysis (normed spaces, elementary Fourier analysis), linear algebra, basic numerical methods.
Evaluation : Examen Ecrit (2h)
Resit : Examen Ecrit (2h)
NORMAL SESSION :
Type of exam: written
Time: 2 hours
Documents authorized : None
Materials authorized, please specify : None
SECOND SESSION :
Type of exam: Written
Duration: 2 hours
Documents authorized: None
Material authorized, please specify : None
The course exists in the following branches:
- Curriculum - Financial Engineering - Semester 9
Course ID : WMMFMA26
Course language(s):
The course is attached to the following structures:
- Team Finance.
- Team Analysis-Computational Science
You can find this course among all other courses.
L.C. Evans : Partial differential equations (AMS)
D.P. Bertsekas : Dynamic programming and optimal control (MIT)