401-4657-00L
Numerical Analysis of Stochastic Ordinary Differential Equations
Semester | Herbstsemester 2016 |
Dozierende | A. Jentzen |
Periodizität | jährlich wiederkehrende Veranstaltung |
Lehrsprache | Englisch |
Kommentar | Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods" |
Nummer | Titel | Umfang | | Dozierende |
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401-4657-00 V | Numerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods) | 3 Std. | | A. Jentzen |
401-4657-00 U | Numerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
Thu 14-15 or Fri 12-13 | 1 Std. | | A. Jentzen |