RESEARCH GRANTS

CALLS FOR POSITIONS:

 

Opening soon:

STRIDE (Pos-Doc) - 3 positions

OceanTech (MSc): 1 position

EMSO.PT (MSc): 1 position

ENDURANCE (MSc): 1 position

UPCOMING SEMINARS

 Seminar

Title: Stochastic optimal control and applications to finance

Speaker: Drª.Evelina Shamarova

Abstract: We briefly review the theory of stochastic optimal control including its connection to forward-backward stochastic differential equations. Further, we show that the problem of hedging options in a market with a large investor can be regarded as an optimal control problem. Finally, we solve the problem of hedging options in a market with jumps via forward-backward SDEs.

Date and place: 14:30 h, Wendesday, December 5, Room I-105 Ed. I Poente, FEUP.

UPCOMING EVENTS

martech 2018

8th INTERNATIONAL WORKSHOP ON MARINE TECHNOLOGY

 The Faculdade de Engenharia da Universidade do Porto and the Universitat Politècnica de Catalunya, are organizing the Eighth Internacional Workshop on Marine Technology, which will take place in Porto, Portugal, on 10th and 11th Desember 2018.