Prof. Dr. Tobias Jahnke
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Kollegiengebäude Mathematik (20.30)
3.042
+49 721 608 47982
+49 721 608 43197
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tobias.jahnke@kit.edu
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Karlsruher Institut für Technologie (KIT)
Fakultät für Mathematik
Institut für Angewandte und Numerische Mathematik
Arbeitsgruppe 3: Wissenschaftliches Rechnen
Englerstr. 2
76131 Karlsruhe
Welcome on my web page.
- Articles and preprints are available here.
- Informations about the CRC 1173 Wave phenomena: analysis and numerics can be found here.
Office hours
Instead of regular office hours, I offer individual appointments. Just send me an email with three possible dates or time slots and a short description why you need an appointment.
Lecture Numerical methods in mathematical finance
In the forthcoming winter semester I will be giving the lecture Numerical methods in mathematical finance. Participants are expected to be familiar with stochastic differential equations, the Ito integral, and the Ito formula. A short introduction to these topics (approx. 25 pages) is provided in the ILIAS for those students who wish to acquire the relevant background through self-study. Moreover, programming skills (MATLAB or Python) are strongly recommended for the programming exercises.