401-4658-00L  Computational Methods for Quantitative Finance: PDE Methods

SemesterSpring Semester 2019
LecturersL. Herrmann, K. Kirchner
Periodicityyearly recurring course
Language of instructionEnglish


Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits6 credits
ExaminersK. Kirchner, L. Herrmann
Typeend-of-semester examination
Language of examinationEnglish
RepetitionThe performance assessment is only offered at the end after the course unit. Repetition only possible after re-enrolling.
Additional information on mode of examinationMeaningful solutions to 70% of 11 weekly homework assignments can count as bonus of up to +0.25 of final grade.

End-of-Semester examination will be *closed book*, 2hr in class, and will involve theoretical as well as MATLAB programming problems.

Examination will take place on ETH-workstations running MATLAB under LINUX.
Own computer will NOT be required for the examination.
Digital examThe exam takes place on devices provided by ETH Zurich.