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

SemesterAutumn Semester 2019
LecturersK. Kirchner
Periodicityyearly recurring course
Language of instructionEnglish
CommentAlternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"


NumberTitleHoursLecturers
401-4657-00 VNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)3 hrs
Mon15:15-17:00HG D 1.2 »
Wed13:15-14:00HG E 1.1 »
K. Kirchner
401-4657-00 UNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
Groups are selected in myStudies.
1 hrs
Wed14:15-15:00HG D 7.1 »
14:15-15:00HG E 1.1 »
K. Kirchner