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Méthodes d’éléments finis et outils financiers discontinus

Méthodes d’éléments finis et outils financiers discontinus. Etudiant : DAHM Pierre-Nicolas (MAP22) Promoteurs : LEGAT Vincent (MEMA) PROVOST Agnès (Fortis) GHEERARDYN Jos (Fortis ) Assistant : DE MAERE Gauthier (CORE). Description. Méthodes d’éléments finis => MECANIQUE.

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Méthodes d’éléments finis et outils financiers discontinus

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  1. Méthodes d’éléments finis et outils financiers discontinus Etudiant : DAHM Pierre-Nicolas (MAP22) Promoteurs : LEGAT Vincent (MEMA) PROVOST Agnès (Fortis) GHEERARDYN Jos (Fortis) Assistant : DE MAERE Gauthier (CORE)

  2. Description • Méthodes d’éléments finis => MECANIQUE • Outils financiers • Question : • Lien ? • Réponse : • EDP

  3. Objectifs à long terme • Ecrire un programme d’éléments finis • 3D • instationnaire • retour dans le temps • capable de traiter les discontinuités

  4. Déjà réalisé • Problème plus simple • 2D • instationnaire • retour dans le temps • sans discontinuité • Résultat : 2D général : ok  2D => 1D : ko 

  5. Objectifs à court terme • Corriger le programme • Traiter la discontinuité • Calculer les "grecques"  • Comparer numérique et analytique

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