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Apr 30, 2024
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MATH 8204 - Numerical Methods for Financial Derivatives
Introduction to numerical and computational techniques for solving both European- and American-style financial derivatives. The approach is the finite difference method and the basic theoretical concepts are introduced. Final projects involve implementing the techniques on computers. Some spectral and Monte Carlo methods are also be discussed.
Credit Hours: (3)
Cross-listed Course(s): MATH 6204 .
Most Recently Offered (Day): Course has not been offered at this time in the past 3 years
Most Recently Offered (Evening): Fall 2018, Fall 2017, Fall 2016
Schedule of Classes
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