Zhou Jing
On the afternoon of October 12nd, Professor Song Wang of Curtin University in Australia gave a lecture on " Numerical solution of optimization problems arising in financial engineering " atthe School of Mathematics, Physics and Statistics.
Professor Wang Song, from the simple to the deep, systematically and completely introduced the linear and nonlinear numerical methods to solve the complementary problems in the pricing of financial options, and supplemented the theoretical results such as convergence of such methods. After the presentation, Professor Wang had an interactive exchange with teachers and students on related topics.
