Seminar papers and final theses

 

If you are interested in writing your final thesis at our Chair, please get in touch with us. You are free to suggest a topic of your choice.

Prerequisites for writing you BSc final thesis at our Chair are good grades in numerical mathematics as well as successful participation in one of our seminars. Participation in “Stochastic Simulation” is desirable.

The prerequisite for writing your MSc final thesis at our Chair is successful participation in one of our seminars. Participation in the courses “Numerics of ordinary differential equations” and “Computational SDEs” is desirable.



Selected examples of final theses

  • Glättung und Dimensionsreduktion bei Quasi Monte Carlo Methoden (BSc, 2014)
  • Monte Carlo Methoden zur Optionsbewertung (BSc, 2014)
  • Baryzentrische Lagrange Interpolation: Anwendung und Implementierung (BSc, 2014)
  • Schnelle Fouriertransformation für numerische Quadraturverfahren (BSc, 2015)
  • Some Aspects of the exponential convergence of the trapezoidal rule (BSc, 2015)
  • Exakte Simulation des CEV Prozesses (MSc, 2012)
  • Numerische Verfahren für den CIR-Prozess (MSc, 2014)