Arnulf Jentzen: Courses in Autumn Semester 2017

Name Dr. Arnulf Jentzen
FieldApplied Mathematics
URLhttp://www.sam.math.ethz.ch/~jentzena
DepartmentMathematics
RelationshipAssistant Professor

NumberTitleECTSHoursLecturers
401-4657-00LNumerical Analysis of Stochastic Ordinary Differential Equations Information
Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"
6 credits3V + 1U
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
401-5650-00LZurich Colloquium in Applied and Computational Mathematics Information 0 credits2K
401-5650-00 KZurich Colloquium in Applied and Computational Mathematics
**together with University of Zurich**
More information at: Link

Will take place at ETH in the Autumn Semester 2017, see announcement.
Link
2 hrs
Wed16:15-17:00HG E 1.2 »
11.12.16:15-18:00HG E 22 »
R. Abgrall, R. Alaifari, H. Ammari, R. Hiptmair, A. Jentzen, S. Mishra, S. Sauter, C. Schwab