Subject:
Statistics (STAT)
Catalog number:
906
Unit weight:
0.50
Meet type:
LEC
Cross-listing(s):
N/A
Requisites:
N/A
Description:
Review of basic numerical methods. Simulation of random variables, stochastic processes and stochastic models in finance. Numerical solution of deterministic and stochastic differential equations. Valuation of complex financial instruments and derivative securities. Project and paper.
Topic titles:
N/A
Faculty:
Mathematics (MAT)
Academic level:
GRD
Course ID:
003104
