Numerical Methods for Financial Mathematics

Prof. Dr. Christian Fries, Dr. Andrea Mazzon QuantLab, Lorenzo Berti

This lecture page is outdated.
You can find the most recent version on the teaching overview page.

Schedule and Venue

EventDates and Times
Lectures
Prof. Dr. Christian Fries
Thu 14.00-16.00, Fri 8.00-10.00
First lecture: Thu 28th April
Java programming sessions
Dr. Andrea Mazzon
TBA
Exercises
Dr. Andrea Mazzon
Fri 10.00-12.00
First Exercise session: Fri 29th April
quantLab Tools and Technology Tutorium
Lorenzo Berti
TBA
Mid-term Project ReviewTBA
Mid-term Project ReviewTBA

The lecture will be likely via ZOOM at least for the first weeks, later it can possibly be hybrid. Details will be announced by email as soon as possible. Exercises and tutorium are both hybrid in Room B 121 (Quantlab). Note: Students with no prior exposure to Java are required to follow the Java programming lectures, starting one week before the official start of the semester.

The course will be organised via Moodle where you can log in using your LMU e-mail address (@campus.lmu.de). If you wish to participate in the course, please sign up by sending an e-mail from your LMU e-mail address to dr. Andrea Mazzon (mazzon@math.lmu.de).

Course Description