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Teaching GuideTerm Faculty of Computer Science |
| Mestrado Universitario en Matemática Industrial (2013) |
 Subjects |
| Stochastic numerical methods |
| Contents |
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| Identifying Data | 2020/21 | |||||||||||||
| 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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