401-4658-00L  Computational Methods for Quantitative Finance: PDE Methods

SemesterSpring Semester 2012
LecturersO. Reichmann
Periodicityyearly recurring course
Language of instructionEnglish


Performance assessment information (valid until the course unit is held again)
Performance assessment as a semester course
ECTS credits6 credits
ExaminersO. Reichmann
Typeend-of-semester examination
Language of examinationEnglish
RepetitionA repetition date will be offered in the first two weeks of the semester immediately consecutive.
Admission requirementParticipation in End-of-Semester examination requires correct solution of at least 70 per cent of
course homework assignments.
Additional information on mode of examinationEnd-of-Semester examination will be *closed book*, 2hr in class, and will involve
theoretical as well as MATLAB programming problems.

Examination will take place on ETH-workstations running MATLAB under LINUX.
Own computer will NOT be required for the examination.