Alternative 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
Nummer
Titel
Umfang
Dozierende
401-4657-00 V
Numerical Solution of Stochastic ODEs (Comp. Meth. Quant. Fin.: Monte Carlo and Sampling Methods)