Thursday, 14:00-16:00
Friday, 08:00-10:00
LMU München, Mathematisches Institut, Raum B 121, Theresienstraße 39 (B).
The exam of this lecture will consist of two parts:
The review of your project work will be on July, 12th, 2013, 12:00-14:00. The written exam for the lecture will be on July, 19th, 2013, 12:00-14:00.
The mid term project consists of the extension of a LIBOR market model and its implementation. This part may be performed in groups of up to 3 students. To successfully pass the review of the project a short presentation of a part of the solution has to be performed (parts will be distributed randomly) together with answering a set of project related questions.
It is required that you register for the project review if you like to take part in the final examination! To register, please send an email to email@christian-fries.de.
Note: The project can be solved very elegantly using object oriented implementation techniques requiring only some 20 lines of new code. We encourage you to discuss your ideas during the solution in order to improve you solution.
Details on the project can be found at www.christian-fries.de/finmath/lecture13.2/project/. For further details, please contact us.
by appointment and via