In the follow up to the NAIS supported conference “New Trends in Computational Finance and Related Topics” (see http://icms.org.uk/workshops/CompFin) two research projects were initiated with conference participants, Goncalo dos Reis (University of Edinburgh) and Arnaud Lionnet (Oxford Man Institute).  These projects are on stochastic numerical methods for a certain classes of reaction-diffusion type PDE using Backwards Stochastic Differential Equations (FBSDE). Dr. Lionnet’s will visit the University of Edinburgh to pursue these topics.