<p>Lecture, three hours. Limited to Master of Financial Engineering program students. Quantitative and computational tools used in finance, including numerical techniques such as implementation of binomial and trinomial option pricing, lattice algorithms for computing derivative prices and hedge ratios, simulation-based algorithms for pricing American options, and numerical solution of partial differential equations that appear in financial engineering. S/U or letter grading.</p>

General Catalog

Computational Methods In Finance

MGMTMFE 405

4 units