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

SemesterHerbstsemester 2016
DozierendeA. Jentzen
Periodizitätjährlich wiederkehrende Veranstaltung
LehrspracheEnglisch
KommentarAlternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"


NummerTitelUmfangDozierende
401-4657-00 VNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)3 Std.
Mi13:15-15:00HG E 1.1 »
Fr13:15-14:00HG E 1.1 »
A. Jentzen
401-4657-00 UNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
Thu 14-15 or Fri 12-13
1 Std.
Do14:15-15:00HG E 1.1 »
Fr12:15-13:00HG E 1.1 »
A. Jentzen