Arnulf Jentzen: Courses in Autumn Semester 2016

Name Dr. Arnulf Jentzen
FieldApplied Mathematics
E-mailarnulf.jentzen@math.ethz.ch
URLhttp://www.sam.math.ethz.ch/~jentzena
DepartmentMathematics
RelationshipAssistant Professor

NumberTitleECTSHoursLecturers
401-4475-66LPartial Differential Equations and Semigroups of Bounded Linear Operators Information 4 credits2G
401-4475-66 GPartial Differential Equations and Semigroups of Bounded Linear Operators2 hrs
Fri15:15-17:00HG G 26.1 »
A. Jentzen
401-4657-00LNumerical Analysis of Stochastic Ordinary Differential Equations Information
Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"
6 credits3V + 1U
401-4657-00 VNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)3 hrs
Wed13:15-15:00HG E 1.1 »
Fri13:15-14:00HG E 1.1 »
A. Jentzen
401-4657-00 UNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
Thu 14-15 or Fri 12-13
1 hrs
Thu14:15-15:00HG E 1.1 »
Fri12:15-13:00HG E 1.1 »
A. Jentzen
401-5650-00LZurich Colloquium in Applied and Computational Mathematics Information 0 credits2K
401-5650-00 KZurich Colloquium in Applied and Computational Mathematics
Will take place either at ETH or UZH, see announcement.
Link
Link
2 hrs
Wed16:15-17:00HG E 1.2 »
R. Abgrall, H. Ammari, R. Hiptmair, A. Jentzen, S. Mishra, S. Sauter, C. Schwab