401-4657-00L Numerical Analysis of Stochastic Ordinary Differential Equations
| Semester | Autumn Semester 2020 |
| Lecturers | D. Salimova |
| Periodicity | yearly recurring course |
| Language of instruction | English |
| Comment | Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods" |
| Performance assessment information (valid until the course unit is held again) | |
Performance assessment as a semester course | |
| ECTS credits | 6 credits |
| Examiners | D. Salimova |
| Type | end-of-semester examination |
| Language of examination | English |
| Repetition | A repetition date will be offered in the first two weeks of the semester immediately consecutive. |
| Additional information on mode of examination | Learning tasks: Meaningful solutions to 70% of the 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. Own computer will NOT be allowed for the examination. |
| Digital exam | The exam takes place on devices provided by ETH Zurich. |