Nov 24, 2024  
School of Graduate Studies Calendar, 2024-2025 
    
Catalog Navigation
  Calendar Home
  Directory for Information
  Officers of Administration
  Sessional Dates 2024-2025
  Graduate Study at McMaster University
  General Regulations of the Graduate School
  Regulations for Degree Progression
  Financial Matters
  Additional University Regulations Affecting Graduate Students
  Graduate Scholarships, Bursaries and Other Awards
  Governing Bodies
  General Information

  Areas of Study
  DeGroote School of Business
  Faculty of Engineering
  Faculty of Humanities
  Faculty of Health Sciences
  Faculty of Science
  Faculty of Social Sciences
  Interdisciplinary
  Course Listings
  My Favourites
HELP
School of Graduate Studies Calendar, 2024-2025
Facebook this Page (opens a new window)
Tweet this Page (opens a new window)
Add to Favourites (opens a new window)

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.


Facebook this Page (opens a new window)
Tweet this Page (opens a new window)
Add to Favourites (opens a new window)