Patrick Cheridito: Katalogdaten im Herbstsemester 2020

NameHerr Prof. Dr. Patrick Cheridito
LehrgebietVersicherungsmathematik
Adresse
Dep. Mathematik
ETH Zürich, HG F 42.3
Rämistrasse 101
8092 Zürich
SWITZERLAND
Telefon+41 44 633 87 87
E-Mailpatrick.cheridito@math.ethz.ch
URLhttp://www.math.ethz.ch/~patrickc
DepartementMathematik
BeziehungOrdentlicher Professor

NummerTitelECTSUmfangDozierende
364-1058-00LRisk Center Seminar Series0 KP2SB. Stojadinovic, D. Basin, A. Bommier, D. N. Bresch, L.‑E. Cederman, P. Cheridito, H. Gersbach, G. Sansavini, F. Schweitzer, D. Sornette, B. Sudret, S. Wiemer, M. Zeilinger, R. Zenklusen
KurzbeschreibungThis course is a mixture between a seminar primarily for PhD and postdoc students and a colloquium involving invited speakers. It consists of presentations and subsequent discussions in the area of modeling complex socio-economic systems and crises. Students and other guests are welcome.
LernzielParticipants should learn to get an overview of the state of the art in the field, to present it in a well understandable way to an interdisciplinary scientific audience, to develop novel mathematical models for open problems, to analyze them with computers, and to defend their results in response to critical questions. In essence, participants should improve their scientific skills and learn to work scientifically on an internationally competitive level.
InhaltThis course is a mixture between a seminar primarily for PhD and postdoc students and a colloquium involving invited speakers. It consists of presentations and subsequent discussions in the area of modeling complex socio-economic systems and crises. For details of the program see the webpage of the colloquium. Students and other guests are welcome.
SkriptThere is no script, but a short protocol of the sessions will be sent to all participants who have participated in a particular session. Transparencies of the presentations may be put on the course webpage.
LiteraturLiterature will be provided by the speakers in their respective presentations.
Voraussetzungen / BesonderesParticipants should have relatively good mathematical skills and some experience of how scientific work is performed.
401-0243-00LAnalysis III Information Belegung eingeschränkt - Details anzeigen 3 KP2V + 1UP. Cheridito
KurzbeschreibungEinführung in partielle Differenzialgleichungen. Klassifizierung in elliptische, parabolische und hyperbolische partielle Differenzialgleichungen. Wichtige Beispiele solcher Gleichungen werden analysiert und gelöst. Die folgenden mathematischen Methoden werden angewendet: Separation der Variablen, Fourierreihen, Fouriertransformation, Laplacetransformation und Methode der Charakteristiken.
LernzielDie wichtigsten Beispiele von partiellen Differenzialgleichungen kennenlernen. Eigenschaften der verschiedenen Typen von partiellen Differenzialgleichungen verstehen. Verschiedenen Methoden zur Lösung von partiellen Differenzialgleichungen beherrschen.
Inhalt-) Klassifizierung von partiellen Differenzialgleichungen

-) Wärmeleitungsgleichung, Wellengleichung, Laplace-Gleichung, Poisson-Gleichung, Balkengleichungen

-) Separation der Variablen, Fourierreihen, Fouriertransformation, Laplacetransformation und Methode der Charakteristiken.
SkriptDas Skript und weitere Informationen sind hier zugänglich https://metaphor.ethz.ch/x/2020/hs/401-0243-00L/
LiteraturS.J. Farlow: Partial Differential Equations for Scientists and Engineers, (Dover Books on Mathematics), 1993

E. Kreyszig: Advanced Engineering Mathematics, John Wiley & Sons, 10. Auflage, 2001

Y. Pinchover and J. Rubinstein: An Introduction to Partial Differential Equations, Cambridge University Press, 2005

C.R. Wylie and L. Barrett: Advanced Engineering Mathematics, McGraw-Hill, 6th ed, 1995
Voraussetzungen / BesonderesAnalysis I und II, insbesondere, gewöhnliche Differentialgleichungen.
401-5910-00LTalks in Financial and Insurance Mathematics Information 0 KP1KB. Acciaio, P. Cheridito, D. Possamaï, M. Schweizer, J. Teichmann, M. V. Wüthrich
KurzbeschreibungResearch colloquium
Lernziel
InhaltRegular research talks on various topics in mathematical finance and actuarial mathematics