401-4657-00L  Numerical Analysis of Stochastic Ordinary Differential Equations

SemesterAutumn Semester 2017
LecturersA. Jentzen
Periodicityyearly recurring course
Language of instructionEnglish
CommentAlternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"


NumberTitleHoursLecturers
401-4657-00 VNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)3 hrs
Mon15:15-17:00HG E 5 »
Wed13:15-14:00HG E 1.1 »
20.12.11:15-17:00HG E 19 »
11:15-17:00HG E 27 »
A. Jentzen
401-4657-00 UNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
Wed 14-15 or Wed 15-16
1 hrs
Wed14:15-15:00HG E 1.1 »
15:15-16:00HG D 7.1 »
A. Jentzen