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Numerical methods in mathematical finance (Winter Semester 2016/17)

Exam in summer 2017

Students who want to sit the exam in summer 2017: Please send an e-mail to jahnke@kit.edu as soon as possible. Exams will take place either on 9 August or on 21 August.

Workshop Women in PDEs@Karlsruhe (April 27—28, 2017)

The aim of this workshop is to provide a platform to bring together students of mathematics, young researchers (PhD students and postdocs) and established female mathematicians from academia and industry working on partial differential equations (PDEs). Outstanding invited speakers will give talks on their current research topics. A panel discussion will give the possibility to discuss questions not only concerning research but also career choices/planning and practical questions of managing career and family interests.

Female participants are invited to present posters. For attendance registration will be required.

More informations can be found here.

Lecture: Monday 8:00-9:30 SR 0.014
Thursday 8:00-9:30 SR 0.014
Problem class: Wednesday 14:00-15:30 SR 3.69

Results of the evaluation

Lecture, exercise class


The oral exams for this course will take place on 27.3.2017 and 28.3.2017. If you want to take the exam, you have to register online on the KIT web page as for every exam. In addition, please send the following informations via E-Mail to Sonja Becker (sonja.becker@kit.edu) before 11.2.2017:

  • Your name
  • Your immatriculation number
  • Preferred date of the exam (27.3. or 28.3.). If you do not have any preference, please state that both days are ok for you.
  • Restrictions regarding the time of the exam. For example, if you live quite far away from Karlsruhe, we will not schedule you for a very early time slot. If you make restrictions on the time slot, however, please give reasons.
  • Which programming exercises have you submitted? (Marcel Mikl will check if your list coincides with his list.)

Examination time is 30 minutes (approximately). You can choose if you want to take the exam in Englisch or German. Questions about the lecture, the exercise class and the programming exercises may be asked.

Students who want to sit the exam in summer 2017: Please send an e-mail to jahnke@kit.edu as soon as possible such that I can contact you in order to choose the date of the exam.

Aims and scope of this lecture

Click here for a short description of the lecture, references and other informations.

Problem Class

In the problem class we will discuss various exercises which illustrate the contents of the lecture, included there are several programming exercises. For these programming exercises there is additional assistance in the form of tutorials. The tutorials will take place on Tuesday and Wednesday at 15:45 in the computer pool -1.031 and will be announced in advance.

Lecture notes

... are no longer available.