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Apr 25, 2024
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2018-2019 Graduate Bulletin [ARCHIVED CATALOG]
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MATH 5220 - Computational Methods in Finance Credit Hours 3 Prerequisite: MATH 5130 or permission of instructor; Description: This course covers comprehensively Monte-Carlo simulations for applications in finance. Topics include generation of pseudo- and quasi-random numbers, trees, variance reduction techniques and finite differences.
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