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Contact
Chair of Applied Mathematics / Numerical Analysis
Bergische Universität Wuppertal
Faculty of Mathematics and Natural Sciences
Gaußstraße 20
D-42119 Wuppertal
Germany
Phone: +49 202 439 5296
Fax: +49 (0) 202 439 5201
E-Mail: sek-amna{at}math.uni-wuppertal.de
News
No news available.
Software
AMNA Computational Finance Toolbox
Software from the following theses:
- Katja Reipen :
A Neural Network Approach for forecoasting Price Load Curves in Electricity Markets - Germán I. Ramírez Espinoza:
Espinoza Conservative and Finite Volume Methods for the Pricing Problem - Christian Adama Pente:
Gas Storage Valuation and Optimization: A Real Options Application using a numerical PIDE method - Carina Geigle:
Finanzierungsalternative Speichervertrag für Windenergie: EEG-Vergütung vs Einsatz von Pumpspeicherkraftwerken - Cheng Chen:
Monte Carlo Methods for pricing Swing Options
Contact Christof Kaufmann (AMNA Toolbox) for details.
MATLAB Software from Book M. Günther & A. Jüngel Finanzderivate mit MATLAB - Mathematische Modellierung und numerische Simulation
Coming soon!
The CoMSON demonstrator platform
(currently under construction).
The only available software is
- OCS (Octave Circuit Simulator)
- FIDES (Field Device Simulator)
Contact Christof Kaufmann (Toolbox) or Sebastian Schöps (FIDES) for details.