401-4658-00L Computational Methods for Quantitative Finance: PDE Methods
Semester | Spring Semester 2012 |
Lecturers | O. Reichmann |
Periodicity | yearly recurring course |
Language of instruction | English |
Performance assessment information (valid until the course unit is held again) | |
Performance assessment as a semester course | |
ECTS credits | 6 credits |
Examiners | O. Reichmann |
Type | end-of-semester examination |
Language of examination | English |
Repetition | A repetition date will be offered in the first two weeks of the semester immediately consecutive. |
Admission requirement | Participation in End-of-Semester examination requires correct solution of at least 70 per cent of course homework assignments. |
Additional information on mode of examination | End-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. |