In the follow up to the NAIS supported conference “New Trends in Computational Finance and Related Topics” (see two research projects were initiated with conference participants, Goncalo dos Reis (University of Edinburgh) and Arnaud Lionnet (Oxford Man Institute).  These projects are on stochastic numerical methods for a certain classes of reaction-diffusion type PDE using Backwards Stochastic Differential Equations (FBSDE). Dr. Lionnet’s will visit the University of Edinburgh to pursue these topics.