Lectures and seminars held at quantLab complement the study programs of the Workgroup Financial Mathematics by a practice-oriented component and impart knowledge and tools needed to master real world challenges in the quantitative finance and actuarial industry.
Our lectures on computational finance and numerical methods teach the relevant theory and methodologies integrated with its implementation using industry state-of-the-art software development practices.
Lectures come with individual and group assignments, that motivate to conduct own numerical experience that allow to achieve a deeper understanding of the numerical methods and the underlying theory.
For a selection see http://christian-fries.de/finmath/lecture/