Subject:
Computer Science (CS)
Catalog number:
774
Unit weight:
0.50
Meet type:
LEC
Grading basis:
NUM
Cross-listing(s):
N/A
Requisites:
N/A
Description:
Option pricing, hedging, model calibration, and portfolio optimization will be discussed. Computational methods, including PDE methods, Monte Carlo, and mathematical programming will be presented.
Topic titles:
N/A
Faculty:
Mathematics (MAT)
Academic level:
GRD
Course ID:
012994
