Found 2 relevant results in 2.69s where lecturer="Florian Herzog"

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Stochastic Systems

Stochastische Systeme

151-0570-00L 2006S , 2007S , 2008S 4 Credits DR , MSC D-USYS , D-BAUG , D-MAVT , D-INFK , D-MTEC , D-MATH , D-BIOL , D-ERDW , D-GESS , D-ITET , D-CHAB

Probability. Stochastic processes. Stochastic differential equations. Ito. Kalman filters. Stochastic optimal control. Applications in financial engineering (asset and liability management).

2006S
2007S
227-0224-00L 2020S 4 Credits DR , MSC D-ITET , D-MATH , D-MAVT , D-INFK

Probability. Stochastic processes. Stochastic differential equations. Ito. Kalman filters. St Stochastic optimal control. Applications in financial engineering.