401-4657-00L
Numerical Analysis of Stochastic Ordinary Differential Equations
| Semester | Autumn Semester 2016 |
| Lecturers | A. Jentzen |
| Periodicity | yearly recurring course |
| Language of instruction | English |
| Comment | Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods" |
| Number | Title | Hours | | Lecturers |
|---|
| 401-4657-00 V | Numerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods) | 3 hrs | | 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 hrs | | A. Jentzen |
