Patrick Cheridito: Catalogue data in Autumn Semester 2020 |
| Name | Prof. Dr. Patrick Cheridito |
| Field | Insurance Mathematics |
| Address | Dep. Mathematik ETH Zürich, HG F 42.3 Rämistrasse 101 8092 Zürich SWITZERLAND |
| Telephone | +41 44 633 87 87 |
| patrick.cheridito@math.ethz.ch | |
| URL | http://www.math.ethz.ch/~patrickc |
| Department | Mathematics |
| Relationship | Full Professor |
| Number | Title | ECTS | Hours | Lecturers | |
|---|---|---|---|---|---|
| 364-1058-00L | Risk Center Seminar Series | 0 credits | 2S | B. 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 | |
| Abstract | This 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. | ||||
| Learning objective | Participants 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. | ||||
| Content | This 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. | ||||
| Lecture notes | There 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. | ||||
| Literature | Literature will be provided by the speakers in their respective presentations. | ||||
| Prerequisites / Notice | Participants should have relatively good mathematical skills and some experience of how scientific work is performed. | ||||
| 401-0243-00L | Analysis III   | 3 credits | 2V + 1U | P. Cheridito | |
| Abstract | Einführung 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. | ||||
| Learning objective | Die wichtigsten Beispiele von partiellen Differenzialgleichungen kennenlernen. Eigenschaften der verschiedenen Typen von partiellen Differenzialgleichungen verstehen. Verschiedenen Methoden zur Lösung von partiellen Differenzialgleichungen beherrschen. | ||||
| Content | -) Klassifizierung von partiellen Differenzialgleichungen -) Wärmeleitungsgleichung, Wellengleichung, Laplace-Gleichung, Poisson-Gleichung, Balkengleichungen -) Separation der Variablen, Fourierreihen, Fouriertransformation, Laplacetransformation und Methode der Charakteristiken. | ||||
| Lecture notes | Das Skript und weitere Informationen sind hier zugänglich https://metaphor.ethz.ch/x/2020/hs/401-0243-00L/ | ||||
| Literature | S.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 | ||||
| Prerequisites / Notice | Analysis I und II, insbesondere, gewöhnliche Differentialgleichungen. | ||||
| 401-5910-00L | Talks in Financial and Insurance Mathematics | 0 credits | 1K | B. Acciaio, P. Cheridito, D. Possamaï, M. Schweizer, J. Teichmann, M. V. Wüthrich | |
| Abstract | Research colloquium | ||||
| Learning objective | |||||
| Content | Regular research talks on various topics in mathematical finance and actuarial mathematics | ||||