Teaching GuideTerm Faculty of Computer Science |
Mestrado Universitario en Matemática Industrial (2013) |
Subjects |
Stochastic numerical methods |
Contents |
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Identifying Data | 2022/23 | |||||||||||||
Subject | Stochastic numerical methods | Code | 614855226 | |||||||||||
Study programme |
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Descriptors | Cycle | Period | Year | Type | Credits | |||||||||
Official Master's Degree | 1st four-month period |
First | Optional | 6 | ||||||||||
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Topic | Sub-topic |
1. Introduction to stochastic processes | |
2. Monte Carlo Methods | |
3. Ito calculus | |
4. Stochastic differential equations | |
5. Numerical methods for stochastic differential equations |
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