401-4657-DRL  Numerical Solution of Stochastic Ordinary Differential Equations

SemesterHerbstsemester 2022
DozierendeA. Stein
Periodizitätjährlich wiederkehrende Veranstaltung
LehrspracheEnglisch
KommentarAlternative course titles: "Numerical Analysis of Stochastic Ordinary Differential Equations" / "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"

Only for ZGSM (ETH D-MATH and UZH I-MATH) doctoral students. The latter need to register at myStudies and then send an email to Link with their name, course number and student ID. Please see Link


NummerTitelUmfangDozierende
401-4657-00 VNumerical Solution of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)3 Std.
Mo16:15-18:00HG D 1.2 »
Mi14:15-15:00HG D 5.2 »
A. Stein
401-4657-00 UNumerical Solution of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)1 Std.
Mi15:15-16:00HG D 5.2 »
15:15-16:00LFW C 1 »
A. Stein