401-4657-00L Numerical Analysis of Stochastic Ordinary Differential Equations
Semester | Autumn Semester 2011 |
Lecturers | A. Barth, A. Lang |
Periodicity | yearly recurring course |
Language of instruction | English |
Comment | Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods" |
Programme | Section | Type | |
---|---|---|---|
Mathematics Master | Selection: Numerical Analysis | W | |
Quantitative Finance Master | Mathematical Methods for Finance | W | |
Computational Science and Engineering Master | Financial Engineering | W |