401-4657-00L Numerical Analysis of Stochastic Ordinary Differential Equations
|Semester||Autumn Semester 2020|
|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|
|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.
|Online examination||The examination may take place on the computer.|