401-4658-00L Computational Methods for Quantitative Finance: PDE Methods
|Semester||Spring Semester 2021|
|Lecturers||C. Marcati, A. Stein|
|Periodicity||yearly recurring course|
|Language of instruction||English|
|Performance assessment information (valid until the course unit is held again)|
|Performance assessment as a semester course|
|ECTS credits||6 credits|
|Examiners||C. Marcati, A. Stein|
|Language of examination||English|
|Repetition||A repetition date will be offered in the first two weeks of the semester immediately consecutive.|
|Additional information on mode of examination||Meaningful solutions to 70% of 11 weekly homework assignments can count as bonus of up to +0.25 of final grade.|
End-of-Semester examination will be *closed book*, 2hr in class, and will involve theoretical as well as MATLAB programming problems.
Examination will take place on ETH-workstations running MATLAB under LINUX.
Own computer will NOT be required for the examination.
|Online examination||The examination may take place on the computer.|