lse

Partial Differential Equations

This course is available on the BSc in Mathematics and Economics, BSc in Mathematics with Data Science, BSc in Mathematics with Economics, BSc in Mathematics, Statistics and Business, Erasmus ...
Risk

Partial differential equation (PDE)

A partial differential equation (PDE) is a mathematical equation that involves multiple independent variables, an unknown function that is dependent on those variables, and partial derivatives of the ...
Risk

Partial differential equation representations of derivatives with bilateral counterparty risk and funding costs

We derive a partial differential equation (PDE) representation for the value of financial derivatives with bilateral counterparty risk and funding costs. The model is very general in that the funding ...
lse

Partial Differential Equations

This course is available on the BSc in Business Mathematics and Statistics, BSc in Mathematics and Economics, BSc in Mathematics with Economics and BSc in Statistics with Finance. This course is ...
uni

Analysis of Partial Differential Equations

Partial differential equations (PDEs) lie at the heart of many different fields of Mathematics and Physics: Complex Analysis, Minimal Surfaces, Kähler and Einstein Geometry, Geometric Flows, ...