Jun 28, 2024  
Graduate Catalog | 2022-2023 
    
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Graduate Catalog | 2022-2023 Previous Edition

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MATH 6204 - Numerical Methods for Financial Derivatives

This course will introduce students to numerical and computational techniques for solving both European- and American-style financial derivatives. The approach will be the finite difference method and the basic theoretical concepts will be introduced. Final projects will involve implementing the techniques on computers. Some spectral and Monte Carlo methods will also be discussed.

Credit Hours: (3)


Schedule of Classes



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