Applied and Computational Mathematics (ACM)

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.

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