Knowledge related to stochastic calculus and stochastic differential equations and the associated numerical techniques will be taught. Examples of problems in which these concepts and techniques arise will also be presented
Contingency plan
1. Modifications to the contents:
Contents are not modified.
2. Methodologies
*Teaching methodologies that are maintained: All methodologies are maintained.
*Teaching methodologies that are modified
There are no mofidications in methodologies.
3. Mechanisms for personalized attention to students: Consultation of doubts by email, videoconference system of the Master, TEAMS or skype. Available to the student, setting an appointment between the student and the teacher if necessary.
4. Modifications in the evaluation
- Individual solution of selected problems posed in classroom which represents 40% of the grade
- Oral defense through videoconference system of the individually solved selected problems, with questions from the teacher, which represents 15% of the grade.
- Set of exercises to be solved in limited time. The development of this written exam will be followed through the master videoconference system in real time. Answers will be sent by e-mail to the teacher. It represents 35% of the grade.
- Oral defense through videoconference system of the previous written exam, with questions from the teacher. It represents 10% of the grade.
*Evaluation observations:In the second assessment opportunity the same as in the 1st assessment opportunity are applied
5. Modifications to the bibliography or webgraphy: no modifications
(*)The teaching guide is the document in which the URV publishes the information about all its courses. It is a public document and cannot be modified. Only in exceptional cases can it be revised by the competent agent or duly revised so that it is in line with current legislation.
Subjects
