Arnulf Jentzen: Course units in Autumn Semester 2013

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

NumberTitleECTSHoursLecturers
401-4657-00LNumerical Analysis of Stochastic Ordinary Differential Equations
Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"
6 credits3V + 1UA. Jentzen
401-5650-00LColloquium in Applied and Numerical Mathematics Information 0 credits2KP. Grohs, R. Hiptmair, A. Jentzen, S. Mishra, K. Nipp