Department of Mathematics

Handouts, Lecture notes & Distribution of students

Please note that this page is old.
Check in the VVZ for a current information.
Group Assistant Email Students
 1 Robbin Tops

A-M (D 1.2)
 2 Nicoletta Gabrielli N-Z (D 1.1)
  Fabian Müller  


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
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 6, Template, Common Files Friday, April 4, 16:00 Series, MATLAB
Series 7, Template, Common Files
Friday, April 11, 16:00
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 Slides

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

Lecture Material

The lecture material:

N. Hilber, O. Reichmann, Ch. Schwab, Ch. Winter: Computational Methods for Quantitative Finance, Springer Finance, Springer, 2013

can be downloaded here.


Trans1, March 5

Trans2, March 14

Files exam preparation sheet

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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© 2016 Mathematics Department | Imprint | Disclaimer | 23 May 2014