|
Group | Assistant | Students | |
1 |
Fabian Müller |
A-Gr Location: HG D 1.2 |
|
2 | Lukas Gonon | lukas.gonon@math.ethz.ch |
Gs-Sc Location: HG D 3.2 |
3 |
Ryan Kurniawan |
|
Sd-Z Location: HG D 5.2 |
Generally, a new problem sheet
will be uploaded on Wednesday of week n, pre-discussed 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 post-discussed 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 e-mail 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.
Wichtiger Hinweis:
Diese Website wird in älteren Versionen von Netscape ohne
graphische Elemente dargestellt. Die Funktionalität der
Website ist aber trotzdem gewährleistet. Wenn Sie diese
Website regelmässig benutzen, empfehlen wir Ihnen, auf
Ihrem Computer einen aktuellen Browser zu installieren. Weitere
Informationen finden Sie auf
folgender
Seite.
Important Note:
The content in this site is accessible to any browser or
Internet device, however, some graphics will display correctly
only in the newer versions of Netscape. To get the most out of
our site we suggest you upgrade to a newer browser.
More
information