ETH Zürich - D-MATH - SFG (Stochastic Finance Group) - HOME - update on 2017-11-01

Lecture Analysis 1/2 for mathematicians and physicists

We use the excellent script of Michael Struwe, see the first link on scripts. We also provide additional reading material on the script and on coding concepts from the lecture course further down on this page. The course material is aimed ot be self-contained, so the script (together with the exercises and the addendum) contains ALL the relevant material of the course. The coding material in SAGE together with some acquaintance acquired in the exercises should allow to illustrate in a precise manner most of the concepts of the course yourself.

All code from here can also be found in a commented form on the excellent code-webpage Codotron.