401-4657-DRL  Numerical Solution of Stochastic Ordinary Differential Equations

SemesterHerbstsemester 2023
DozierendeC. Schwab
Periodizitätjährlich wiederkehrende Veranstaltung
LehrspracheEnglisch
KommentarAlternative course titles: "Numerical Analysis of Stochastic Ordinary Differential Equations" / "Computational Methods for Quantitative Finance: Monte Carlo and Sampling Methods"

Only for ZGSM (ETH D-MATH and UZH I-MATH) doctoral students. The latter need to register at myStudies and then send an email to info@zgsm.ch with their name, course number and student ID. Please see https://zgsm.math.uzh.ch/index.php?id=forum0


NummerTitelUmfangDozierende
401-4657-00 VNumerical Solution of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)3 Std.
Mi14:15-16:00HG D 5.2 »
Fr14:15-15:00HG D 3.2 »
C. Schwab
401-4657-00 UNumerical Solution of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)
Gruppeneinteilung erfolgt über myStudies.
1 Std.
Fr15:15-16:00CAB G 59 »
15:15-16:00HG D 3.2 »
C. Schwab