prof. dr hab. Leszek Plaskota

Affiliation

profesor, Institute of Applied Mathematics and Mechanics

Mail

L.Plaskota@mimuw.edu.pl

Phone

55-44-471

Room

4710

Website

http://www.mimuw.edu.pl/~leszekp

Other information

Employee's page on USOSweb

Office hours (availability for students)

czwartek 12:30-14:00

Publications

• Publications list (39)

Fields of research

• Financial Mathematics
  Computational mathematics and numerical analysis, construction of efficient numerical algorithms for high dimensional problems with applications in finance
• Numerical analysis and scientific computing
  Computational complexity, tractability, and construction of optimal algorithms for continuous problems, where available information is partial, priced, and contaminated with deterministic or random noise; numerical integration and approximation of scalar and multivariate functions.

Grants

• Continuous problems: optimality, complexity, tractability
  Financed by: National Science Center
• Complexity, tractability and algorithms for computational problems of continuous mathematics
  Financed by: Ministry of Science and Higher Education
• Algorithms and complexity of continuous problems
  Financed by: State Committee for Scientific Research
• Numerical complexity and algorithms for problems of continuous mathematics
  Financed by: State Committee for Scientific Research
• Complexity and algorithms for multidimensional problems with applications in finance and mathematical physics
  Financed by: State Committee for Scientific Research