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

SemesterAutumn Semester 2011
LecturersA. Barth, A. Lang
Periodicityyearly recurring course
Language of instructionEnglish
CommentAlternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"


NumberTitleHoursLecturers
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. Barth, A. Lang
401-4657-00 UNumerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)1 hrs
Fri14:15-15:00HG E 1.1 »
A. Barth, A. Lang