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Teaching GuideTerm Faculty of Computer Science |
| Mestrado Universitario en Matemática Industrial (2013) |
 Subjects |
| Stochastic numerical methods |
| Learning aims |
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| Identifying Data | 2019/20 | |||||||||||||
| 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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| Learning outcomes | Study programme competences | ||
| Knowing and applying different numerical methods for solving stochastic differential equations (Euler, Mistein, Taylor, etc.) and their computer implementation to solve examples of real problems | AC4 AC5 AC8 |
BC1 BC2 BR1 |
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| Knowledge of Ito calculus and application to different examples of finance and other applied sciences | AC1 AC5 AC7 |
BJ1 BC1 BR1 |
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| Understand concepts and results related stochastic differential equations and the fields of application of these to real problems | AC2 AC3 AC7 |
BJ1 BC2 BR1 |
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| Concepts and results related to stochastic processes are introduced and fields of application thereof shall be indicated | AC1 AC7 |
BJ1 |
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| Knowledge of Monte Carlo methods and its application to solve problems | AC2 AC4 |
BC2 BR1 |
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