Mainly based on the discussion of peer reviewed academic papers, the course introduces non economists to the main types of applied models used in environmental economic analysis: linear programming, partial and general equilibrium, game theory, and agent b ...
In this course we study mathematical models of neurons and neuronal networks in the context of biology and establish links to models of cognition. The focus is on brain dynamics approximated by deterministic or stochastic differential equations. ...
The students will learn key numerical techniques for solving standard mathematical problems in science and engineering. The underlying mathematical theory and properties are discussed. ...
Introduction to the mathematical theory of stochastic calculus: construction of the Ito stochastic integral, proof of the Ito formula, introduction to stochastic differential equations, Girsanov's theorem and the Feynman-Kac formula, the martingale represe ...
The aim of the course is to apply the theory of martingales in the context of mathematical finance. The course provides a detailed study of the mathematical ideas that are used in modern financial mathematics. Moreover, the concepts of complete and incompl ...
Participants of this course will master computational techniques frequently used in mathematical finance applications. Emphasis will be put on the implementation and practical aspects. ...