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Schedule

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May 2021

  • Sunday, 02 May 2021

    Nothing is scheduled today.

  • Monday, 03 May 2021
    09:15 to 12:00

    Monte Carlo Methods for Financial Applications, 7,5 hp

    Event type Lecture Location Zoom
    Content: - Introduction - Course Content
  • Tuesday, 04 May 2021
    09:15 to 12:00

    Monte Carlo Methods for Financial Applications, 7,5 hp

    Event type Lecture Location Zoom
    Content: - Brownian Motion - Geometric Brownian Motion - Standard Monte Carlo - Error Estimation Read sections: 1.1, 3.1-2
  • Wednesday, 05 May 2021
    09:15 to 12:00

    Monte Carlo Methods for Financial Applications, 7,5 hp

    Event type Lesson Location Zoom
    Teacher: Markus Ådahl
    Content: - Introduction to Python
  • Thursday, 06 May 2021
    09:15 to 12:00

    Monte Carlo Methods for Financial Applications, 7,5 hp

    Event type Lecture Location Zoom
    Teacher: Markus Ådahl
    Content: - Error Estimation - BM in several dimensions - GBM in several dimensions Read sections: 2.3, 3.1-2
  • Friday, 07 May 2021
    13:15 to 16:00

    Monte Carlo Methods for Financial Applications, 7,5 hp

    Event type Laboratory session Location Zoom
  • Saturday, 08 May 2021

    Nothing is scheduled today.

Week 19 Sunday, 02 May 2021
Monday, 03 May 2021
09:15 to 12:00

Monte Carlo Methods for Financial Applications, 7,5 hp

Event type Lecture Location Zoom
Content: - Introduction - Course Content
Tuesday, 04 May 2021
09:15 to 12:00

Monte Carlo Methods for Financial Applications, 7,5 hp

Event type Lecture Location Zoom
Content: - Brownian Motion - Geometric Brownian Motion - Standard Monte Carlo - Error Estimation Read sections: 1.1, 3.1-2
Wednesday, 05 May 2021
09:15 to 12:00

Monte Carlo Methods for Financial Applications, 7,5 hp

Event type Lesson Location Zoom
Teacher: Markus Ådahl
Content: - Introduction to Python
Thursday, 06 May 2021
09:15 to 12:00

Monte Carlo Methods for Financial Applications, 7,5 hp

Event type Lecture Location Zoom
Teacher: Markus Ådahl
Content: - Error Estimation - BM in several dimensions - GBM in several dimensions Read sections: 2.3, 3.1-2
Friday, 07 May 2021
13:15 to 16:00

Monte Carlo Methods for Financial Applications, 7,5 hp

Event type Laboratory session Location Zoom
Saturday, 08 May 2021