Summer School

Numerical Methods for Stochastic Differential Equations

from September 02 - 04, 2013
at Vienna University of Technology, Austria

supported by the EU 7th Framework Programme, Austrian Science Fund (FWF), and the network Stochastic Modeling with Applications in Financial Markets (StochModFin)

StochModFin Logo
Vienna University of Technology FP7 Logo STRIKE Logo FWF Logo

The summer school aims to bring together talented young researchers in the field of (stochastic) differential equations and Computational Finance, mainly in their first PhD year. It is organized in the framework of the Marie-Curie Initial Training Network Novel Methods in Computational Finance (STRIKE) and the FWF Doctoral School Dissipation and Dispersion in Nonlinear Partial Differential Equations (nPDE).

The following speakers have confirmed to present mini-courses: There will be some invited talks: Additionally, there will be a poster session. Please, mention your interest when registering.


Bertram Düring, University of Sussex, Brighton, UK
Ansgar Jüngel, Vienna University of Technology, Austria


Freihaus Hörsaal 6, second floor, green area, Wiedner Hauptstr. 8-10, 1040 Wien


Download here.


The participants (except the lecturers) are requested to reserve a hotel accomodation according to their needs. We have pre-booked a number of hotel rooms: For questions concerning the accomodation, please inform Mrs. Khaladj (

Financial support

The travel and local costs of the participants from the Marie-Curie Network STRIKE will be reimbursed from their home institutions. A small number of student travel grants (travel and accomodation) for students from the network StochModFin is available. Please, notify us when registering.


For registration, please send an e-mail to Mrs. Khaladj ( indicating your name and affiliation. Registration closes on July 31, 2013. A registration fee of 50 Euro (for coffee breaks, printed program and information) is required. The registration fee will be collected at the registration desk at TU Wien.

Related summer school

Please, notice that in the week before this summer school (August 26-30, 2013), the Sixth European Summer School in Financial Mathematics at the University of Vienna takes place. Please register here.


Prof. Dr. Ansgar Jüngel
Institute for Analysis and Scientific Computing E 101
Vienna University of Technology
Wiedner Haupstraße 8-10
1040 Wien

Dr. Bertram Düring
Department of Mathematics
University of Sussex
Pevensey II
United Kingdom