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

SemesterAutumn Semester 2021
LecturersA. Stein
Periodicityyearly recurring course
Language of instructionEnglish
CommentAlternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"

PriorityRegistration for the course unit is only possible for the primary target group
Primary target groupDoctorate Architecture (064002)
Doctorate Architecture (064002)
Doctorate Civil Engineering (114102)
Doctorate Environmental Engineering (114202)
Doctorate Geomatic Engineering (114302)
Doctorate Mechanical and Process Engineering (164002)
Doctorate Inform. Tech. & Electrical Engineering (239002)
Doctorate Inform. Tech. & El. Engineering ETH-UZH (241000)
Doctorate Inform. Tech. & El. Engineering UZH-ETH (241100)
Computer Science MSc (263000)
Doctorate Computer Science (264002)
Doctorate Materials (339002)
Doctorate Management, Technology, and Economics (364002)
Doctorate Health Sciences and Technology (389000)
Doctorate Food Sciences (389100)
Doctorate Health Sciences and Technology ETH-UZH (390000)
Doctorate Health Sciences and Technology UZH-ETH (390100)
Mathematics BSc (404000) starting semester 05
Computational Science and Engineering BSc (406000) starting semester 05
Quantitative Finance MSc (435000)
Mathematics MSc (437000)
Applied Mathematics MSc (437100)
Computational Science and Engineering MSc (438000)
Doctorate Mathematics (439002)
Doctorate Physics (464002)
Doctorate Chemistry (539002)
Doctorate Chemical Engineering (539102)
Doctorate Interdisciplinary Sciences (539202)
Doctorate Pharmaceutical Sciences (539302)
Doctorate Biology (564002)
Doctorate Biology ETH-UZH (565000)
Doctorate Biosystems Science and Engineering (639000)
Doctorate Earth Sciences (664002)
Doctorate Earth Sciences ETH-UZH (665000)
Doctorate Earth Sciencess UZH-ETH (665100)
Doctorate Environmental Sciences (739002)
Doctorate Agricultural Sciences (739102)
Doctorate Humanities, Social & Political Sciences (864002)