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

2  Lukas Gonon  lukas.gonon@math.ethz.ch 
GsSc Location: HG D 3.2 
3 
Ryan Kurniawan 

SdZ 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.
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 
Wednesday 2nd of March 
distributed in tutorials on Friday 11th of March 
Problem Sheet 2 template 
Wednesday 9th of March 
distributed in tutorials on Friday 11th of March 
Problem Sheet 3 template 
Wednesday 16th of March 
distributed in tutorials on Friday 18th of March 
Problem Sheet 4 template 
Wednesday 23rd of March 
distributed in tutorials on Friday 8th of April 
Problem Sheet 5 template 
Wednesday 6th of April 
distributed in tutorials on Friday 8th of April 
Problem Sheet 6 template 
Wednesday 13th of April 
distributed in tutorials on Friday 15th of April 
Problem Sheet 7 template 
Wednesday 20th of April 
distributed in tutorials on Friday 22nd of April 
Problem Sheet 8 template 
Wednesday 27th of April 
distributed in tutorials on Friday 29th of April 
Problem Sheet 9 template 
Wednesday 4th of May 
distributed in tutorials on Friday 6th of May 
Problem Sheet 10 template 
Wednesday 11th of May 
distributed in tutorials on Friday 13th of May 
Problem Sheet 11 
Wednesday 18th of May 
distributed in tutorials on Friday 20th of May 
Problem Sheet 12 template 
Wednesday 25th of May 
distributed in tutorials on Friday 27th of May 
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.
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