401-4657-00L
Numerical Analysis of Stochastic Ordinary Differential Equations
Semester | Autumn Semester 2019 |
Lecturers | K. Kirchner |
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 | | K. Kirchner |
401-4657-00 U | Numerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
Groups are selected in myStudies.
| 1 hrs | | K. Kirchner |