Date: 
Thursday, April 24, 2014 to Friday, April 25, 2014
Venue: 
ICMS, Edinburgh

The main purpose of the meeting is to gather experts from several communities (Numerical Analysis, Stochastic Analysis, Mathematical Finance, High Performance Computing) in an informal environment in order to provide a unique opportunity for the exchange of ideas, presentations and dissemination of new results. The topics under consideration include:

• High performance computing (HPC)
• Construction and analysis of new algorithms for non-linear equations in Finance (SDEs, SPDEs)
• Recent developments in BSDE's
• Monte-Carlo and related methods

For further details please see the website