|
Group | Assistant | Students | |
1 |
Robbin Tops |
A-M (D 1.2) | |
2 |
Nicoletta Gabrielli |
nicoletta.gabrielli@math.ethz.ch | N-Z (D 1.1) |
Fabian Müller |
fabian.mueller@math.ethz.ch |
Please hand in your complete homework (plus MATLAB codes) at the box at HG G 53 before the deadline.
Also submit your MATLAB codes here.
Series and Templates |
Hand in until |
Solutions |
Series 1 |
Friday, February 28, 16:00 |
Series, MATLAB |
Series 2, Template |
Friday, March 7, 16:00 |
Series, MATLAB |
Series 3, Template, Common Files |
Friday, March 14, 16:00 |
Series, MATLAB |
Series 4, Template, Common Files |
Friday, March 21, 16:00 | Series, MATLAB |
Series 5, Template, Common Files |
Friday March 28, 16:00 |
Series, MATLAB |
Series 6, Template, Common Files | Friday, April 4, 16:00 |
Series, MATLAB |
Series 7, Template, Common Files |
Friday, April 11, 16:00 |
Series, MATLAB |
Series 8, Template, Common Files |
Thursday, April 17, 16:00 |
Series, MATLAB |
Series 9, Template, Common Files |
Friday, May 2, 16:00 |
Series, MATLAB |
Series 10, Template, Common Files |
Friday, May 9, 16:00 |
Series, MATLAB |
Series 11, Template, Common Files |
Friday, May 16, 16:00 |
Series, MATLAB |
Series 12, Common Files | Friday, May 23, 16:00 |
Series, MATLAB |
Lecture 1, February 21
Lecture 2, February 28
Lecture 3, March 5
Lecture 4, March 14
Lecture 5, March 26
Lecture 6, April 4
Lecture 7, April 4
Lecture 8, April 16
Lecture 9, May 9
Lecture 10, May 16
The lecture material:
N. Hilber, O. Reichmann, Ch. Schwab, Ch. Winter: Computational Methods for Quantitative Finance, Springer Finance, Springer, 2013
can be downloaded here.
Transparencies:
Trans1, March 5
Trans2, March 14
The precise date and time of the final exam will be announced.
There will be a MOCK exam during the semester. DATE: 14.05.2014 at 15 pm
Exam preparation sheet, Template
The Exam will be on the Wednesday the 28th of May 2014 at 13:00h till 15:00h in the rooms ETH HG E 19 and ETH HG E 27.
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