The spring semester 2021 will generally take place online. New presence elements as of April 26 will be communicated by the lecturers.

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

SemesterAutumn Semester 2016
LecturersA. Jentzen
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
Wed13-15HG E 1.1 »
Fri13-14HG 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
Thu14-15HG E 1.1 »
Fri12-13HG E 1.1 »
A. Jentzen