Nov 22, 2024  
School of Graduate Studies Calendar, 2020-2021 
    
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School of Graduate Studies Calendar, 2020-2021 [-ARCHIVED CALENDAR-]

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MFM 713 / Computational Finance II

1.5 unit(s)

Prerequisite(s): Must be enrolled in MFM program.

Development of numerical methods with emphasis on derivative securities pricing. Topics include: Numerical solutions to PDEs and SDEs, Numerical Methods for Exotic and Path Dependent Options, Free Boundary for American Options.


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