
Group  Assistant  Students  
1 
Fabian Müller 
AK Location: HG D 1.2 

2  Lukas Gonon  lukas.gonon@math.ethz.ch 
LP Location: HG D 3.2 
3 
Lukas Herrmann 
lukas.herrmann@sam.math.ethz.ch 
QZ Location: HG D 5.2 
Generally, a new problem sheet
will be uploaded on Wednesday of week n, prediscussed in the exercise
class on Friday of that same week n, will then have to be handed in
during the break between the two hours of the lecture on Wednesday of
the following week n+1 and will be postdiscussed in the exercise class
of that week n+1.
Corrected solutions will be given back in that exercise class or in the
break of the Wednesdays lecture of the following week n+2.
Problem sheets 1 and 2 are exceptions to the above scheme, see the table below and the detailed information sent out via email.
Please hand in your solutions to the theoretical questions during the break between the two hours of Wednesdays lecture or scan them and submit via email to the corresponding assistant before this deadline (Wednesday at 14:15).
Please submit your MATLAB codes using the submission interface.
Note that submissions can not be made via the boxes in G 53.
Series and Templates 
Hand in until 
Solutions 
Problem Sheet 1 
Friday 27th of February (in the exercise class) 
Solution 1 
Problem Sheet 2 Template 2 
Wednesday 11th of March 
Solution 2 
Problem Sheet 3 Templates and Files 3 
Wednesday 11th of March  Solution 3 
Problem Sheet 4 Templates and Files 4 
Wednesday, 18th of March  Solution 4 
Problem Sheet 5 Templates 5 
Wednesday, 25th of March  Solution 5 
Problem Sheet 6 Templates 6 
Wednesday, 1st of April (no joke) 
Solution 6 Solution 6 (Code) 
Problem Sheet 7 Template 7 
Wednesday 15th of April  Solution 7 
Problem Sheet 8 Template 8 
Wednesday 22nd of April  Solution 8 
Problem Sheet 9 Template 9 
Wednesday 29th of April 
Solution 9 Solution 9 (Code) 
Problem Sheet 10 Template 10 
Wednesday 6th of May  Solution 10 
Problem Sheet 11  Wednesday 20th of May 
Solution 11 
Problem Sheet 12 Template 12 
Wednesday 20th of May  Solution 12 
The main reference for this lecture is the book
N. Hilber, O. Reichmann, Ch. Schwab, Ch. Winter: Computational Methods for Quantitative Finance, Springer Finance, Springer, 2013
which can be downloaded here.
The download link may not be activated when connecting from outside the ETH network. In that case make sure your VPN connection is on.
The precise date, time and location of the final exam will be announced here.
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