Mar 28, 2024  
Graduate Catalog 2012 - 2013 
    
Graduate Catalog 2012 - 2013 [ARCHIVED CATALOG]

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MTH 577 - Numerical Methods I

(4 credits)
Introduction to the numerical methods of financial derivatives. Topics include an overview of the basic concepts of mathematical finance, computational tools such as binomial methods, finite-difference methods, and methods for evaluating American options and Monte Carlo simulation. Numerical experiments are conducted using software such as Matlab, Microsoft Excel, and Maple, but no previous familiarity with these packages is assumed. Part one of a two-part sequence.


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