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Monte Carlo Methods for Financial Applications, 7,5 hp
Hide course Monte Carlo Methods for Financial Applications, 7,5 hp in your schedule
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May
2020
S
3
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4
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8
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9
Sunday, 03 May 2020
Nothing is scheduled today.
Monday, 04 May 2020
09:15 to 12:00
09.15
12.00
Monte Carlo Methods for Financial Applications, 7,5 hp
Event type
Lecture
Room, location
Hörsal NAT.D.410 [N420]
Show more
Content:
- Introduction - Course Content
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Tuesday, 05 May 2020
09:15 to 12:00
09.15
12.00
Monte Carlo Methods for Financial Applications, 7,5 hp
Event type
Lecture
Room, location
Hörsal NAT.D.440 [N430]
Show more
Content:
- Brownian Motion - Geometric Brownian Motion - Standard Monte Carlo - Error Estimation Read sections: 1.1, 3.1-2
Show less
Wednesday, 06 May 2020
09:15 to 12:00
09.15
12.00
Monte Carlo Methods for Financial Applications, 7,5 hp
Event type
Lesson
Room, location
NAT.D.370 [N370]
Show more
Teacher:
Markus Ådahl
Content:
- Introduction to Python
Show less
Thursday, 07 May 2020
09:15 to 12:00
09.15
12.00
Monte Carlo Methods for Financial Applications, 7,5 hp
Event type
Lecture
Room, location
Hörsal NAT.D.440 [N430]
Show more
Teacher:
Markus Ådahl
Content:
- Error Estimation - BM in several dimensions - GBM in several dimensions Read sections: 2.3, 3.1-2
Show less
Friday, 08 May 2020
09:15 to 12:00
09.15
12.00
Monte Carlo Methods for Financial Applications, 7,5 hp
Event type
Laboratory session
Saturday, 09 May 2020
Nothing is scheduled today.
Sun
Week 19
w.19
Sunday, 03 May 2020
3
Mon
Monday, 04 May 2020
4
09:15 to 12:00
09.15
Monte Carlo Methods for Financial Applications, 7,5 hp
Event type
Lecture
Room, location
Hörsal NAT.D.410 [N420]
Show more
Content:
- Introduction - Course Content
Show less
12.00
Tue
Tuesday, 05 May 2020
5
09:15 to 12:00
09.15
Monte Carlo Methods for Financial Applications, 7,5 hp
Event type
Lecture
Room, location
Hörsal NAT.D.440 [N430]
Show more
Content:
- Brownian Motion - Geometric Brownian Motion - Standard Monte Carlo - Error Estimation Read sections: 1.1, 3.1-2
Show less
12.00
Wed
Wednesday, 06 May 2020
6
09:15 to 12:00
09.15
Monte Carlo Methods for Financial Applications, 7,5 hp
Event type
Lesson
Room, location
NAT.D.370 [N370]
Show more
Teacher:
Markus Ådahl
Content:
- Introduction to Python
Show less
12.00
Thu
Thursday, 07 May 2020
7
09:15 to 12:00
09.15
Monte Carlo Methods for Financial Applications, 7,5 hp
Event type
Lecture
Room, location
Hörsal NAT.D.440 [N430]
Show more
Teacher:
Markus Ådahl
Content:
- Error Estimation - BM in several dimensions - GBM in several dimensions Read sections: 2.3, 3.1-2
Show less
12.00
Fri
Friday, 08 May 2020
8
09:15 to 12:00
09.15
Monte Carlo Methods for Financial Applications, 7,5 hp
Event type
Laboratory session
12.00
Sat
Saturday, 09 May 2020
9