Department of Information Technology

Slobodan Milovanovic

doctoral student at Department of Information Technology, Division of Scientific Computing

Email:
slobodan.milovanovic[AT-sign]it.uu.se
Telephone:
+4618-471 2978
Visiting address:
Room POL 2404 ITC, Lägerhyddsv. 2, hus 2
752 37 UPPSALA
Postal address:
Box 337
751 05 UPPSALA

Short presentation

Doctoral student in scientific computing with specialization in numerical analysis. Supervised by Lina von Sydow as the main advisor and Elisabeth Larsson as a co-advisor. Research is focused on developing localized radial basis functions methods for solving high-dimensional PDEs in finance. Also interested in calibration and parameter estimation in financial models. More information about the related research can be found at the computational finance project homepage.

 

Keywords: scientific computing rbf-fd computational finance

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Updated  2016-01-29 13:51:29 by Slobodan Milovanovic.