Presentations/Lectures/Slides

Presentations / Lectures / Slides

Hitotsubashi lecture 1 (PDF)
Hitotsubashi lecture 2 (PDF)
Hitotsubashi lecture 3 (PDF)
Hitotsubashi lecture 4 (PDF)
Hitotsubashi lecture 5 (PDF)
Hitotsubashi lecture 6 (PDF)
Hitotsubashi lecture 7 (PDF)
Hitotsubashi lecture 8 (PDF)
Hitotsubashi lecture 9 (PDF)
Hitotsubashi lecture 10 (PDF)
Hitotsubashi lecture 11 (PDF)
paper on jumps (PDF)
Multigrid related:
- An introduction to Fourier smoothing analysis (PS/776 KB, GZIP)
- An introduction to Fourier two-grid analysis (PS/485 KB, GZIP)
- Multigrid poster
Habilitationsvortrag
- Turbulenz: Modellierung komplexer Strömungsphänomene (PS/KB 388, GZIP)
- English version: Turbulence: Modeling complex flow phenomena (PS/KB 388, GZIP)
Antrittsvorlesung:
- Die numerische Behandlung großer Gleichungssysteme auf Parallelrechner (PS/KB 388, GZIP)
Computational finance:
- Lecture on stochastic volatility option pricing (PS/MB 2.4, GZIP)
- Talk on Asian option pricing (PS/MB 2.4, GZIP)
- J. Frisch's Master's Thesis (in German) on Asian option pricing (PS/MB 2.4, GZIP)
- C. Leentvaar's Master's Thesis on grid stretching and option pricing (PDF)
- X. Huang's Master's Thesis on grid stretching, Levy processes and American option pricing (PDF)