Arnulf Jentzen: Course units in Autumn Semester 2015 |
Name | Dr. Arnulf Jentzen |
Field | Applied Mathematics |
arnulf.jentzen@math.ethz.ch | |
URL | http://www.sam.math.ethz.ch/~jentzena |
Department | Mathematics |
Relationship | Assistant Professor |
Number | Title | 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" | 6 credits | 3V + 1U | A. Jentzen | |
401-5650-00L | Zurich Colloquium in Applied and Computational Mathematics | 0 credits | 2K | R. Abgrall, H. Ammari, P. Grohs, R. Hiptmair, A. Jentzen, S. Mishra, S. Sauter, C. Schwab |