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May 21, 2024
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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)
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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