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"


ProgrammeSectionType
Mathematics MasterSelection: Numerical AnalysisWInformation
Quantitative Finance MasterMathematical Methods for FinanceWInformation
Computational Science and Engineering MasterFinancial EngineeringWInformation