Search result: Course units in Autumn Semester 2017
Mathematics Master | ||||||
Electives For the Master's degree in Applied Mathematics the following additional condition (not manifest in myStudies) must be obeyed: At least 15 of the required 28 credits from core courses and electives must be acquired in areas of applied mathematics and further application-oriented fields. | ||||||
Electives: Applied Mathematics and Further Application-Oriented Fields ¬ | ||||||
Selection: Numerical Analysis | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
---|---|---|---|---|---|---|
401-4657-00L | Numerical Analysis of Stochastic Ordinary Differential Equations Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods" | W | 6 credits | 3V + 1U | A. Jentzen | |
401-4785-00L | Mathematical and Computational Methods in Photonics | W | 8 credits | 4G | H. Ammari | |
401-4645-67L | Numerics for Computational Uncertainty Quantification | W | 10 credits | 3V + 2U | C. Schwab | |
Selection: Probability Theory, Statistics | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
401-4607-67L | Schramm-Loewner Evolutions | W | 4 credits | 2V | W. Werner | |
401-4597-67L | Probability on Transitive Graphs | W | 4 credits | 2V | V. Tassion | |
401-4619-67L | Advanced Topics in Computational Statistics | W | 4 credits | 2V | N. Meinshausen | |
401-4637-67L | On Hypothesis Testing | W | 4 credits | 2V | F. Balabdaoui | |
401-3628-14L | Bayesian Statistics | W | 4 credits | 2V | F. Sigrist | |
401-0625-01L | Applied Analysis of Variance and Experimental Design | W | 5 credits | 2V + 1U | L. Meier | |
401-0649-00L | Applied Statistical Regression | W | 5 credits | 2V + 1U | M. Dettling | |
401-3627-00L | High-Dimensional Statistics Does not take place this semester. | W | 4 credits | 2V | P. L. Bühlmann | |
401-4623-00L | Time Series Analysis Does not take place this semester. | W | 6 credits | 3G | not available | |
401-3612-00L | Stochastic Simulation Does not take place this semester. | W | 5 credits | 3G | ||
Selection: Financial and Insurance Mathematics In the Master's programmes in Mathematics resp. Applied Mathematics 401-3913-01L Mathematical Foundations for Finance is eligible as an elective course, but only if 401-3888-00L Introduction to Mathematical Finance isn't recognised for credits (neither in the Bachelor's nor in the Master's programme). For the category assignment take contact with the Study Administration Office (www.math.ethz.ch/studiensekretariat) after having received the credits. | ||||||
Number | Title | Type | ECTS | Hours | Lecturers | |
401-4621-67L | Capita Selecta in Extreme Value Theory | W | 4 credits | 2V | P. Embrechts | |
401-3925-00L | Non-Life Insurance: Mathematics and Statistics | W | 8 credits | 4V + 1U | M. V. Wüthrich | |
401-3922-00L | Life Insurance Mathematics | W | 4 credits | 2V | M. Koller | |
401-3928-00L | Reinsurance Analytics | W | 4 credits | 2V | P. Antal, P. Arbenz | |
401-3927-00L | Mathematical Modelling in Life Insurance | W | 4 credits | 2V | T. J. Peter | |
401-4935-67L | Mean Field Games | W | 4 credits | 2V | M. Burzoni | |
401-4923-67L | Polynomial Jump-Diffusions and Applications in Finance | W | 4 credits | 2V | M. Larsson |
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