Search result: Courses in Autumn Semester 2016
Computational Science and Engineering Master | |||||||||||||||
Fields of Specialization | |||||||||||||||
Computational Finance | |||||||||||||||
Number | Title | Type | ECTS | Hours | Lecturers | ||||||||||
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401-3913-01L | Mathematical Foundations for Finance | W | 4 credits | 3V + 2U | |||||||||||
401-3913-01 V | Mathematical Foundations for Finance **together with the Uni Zurich** | 3 hrs |
| E. W. Farkas, M. Schweizer | |||||||||||
401-3913-01 U | Mathematical Foundations for Finance **together with the Uni Zurich** Fri 8-10 or Fri 10-12 | 2 hrs |
| E. W. Farkas, M. Schweizer | |||||||||||
401-4657-00L | Numerical Analysis of Stochastic Ordinary Differential Equations Alternative course title: "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods" | W | 6 credits | 3V + 1U | |||||||||||
401-4657-00 V | Numerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods) | 3 hrs |
| A. Jentzen | |||||||||||
401-4657-00 U | Numerical Analysis of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods) Thu 14-15 or Fri 12-13 | 1 hrs |
| A. Jentzen | |||||||||||
401-8905-00L | Financial Engineering (University of Zurich) No enrolment to this course at ETH Zurich. Book the corresponding module directly at UZH. UZH Module Code: MFOEC103 Mind the enrolment deadlines at UZH: Link | W | 4.5 credits | 3G | |||||||||||
401-8905-00 G | Financial Engineering (University of Zurich) **Course at Uni Zurich** | 3 hrs |
| University lecturers | |||||||||||
401-5820-00L | Seminar in Computational Finance for CSE | W | 4 credits | 2S | |||||||||||
401-5820-00 S | Seminar in Computational Finance for CSE Please contact Prof. Teichmann if you are interested in attending. | 2 hrs | by appt. | J. Teichmann |
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