Sep 28, 2024  
2016-2017 Graduate Catalog 
    
Catalog Navigation
  Catalog Home
  Graduate Programs
  Graduate Courses
  Academic Policies & Processes
  Admissions & Financial Aid
  What’s New!
  Apply Now
  My Portfolio
HELP
2016-2017 Graduate Catalog This is not the most recent catalog version; be sure you are viewing the appropriate catalog year.

Facebook this Page (opens a new window)
Tweet this Page (opens a new window)
Add to Portfolio (opens a new window)

MATH 534 - Topics in Computational Finance

Stochastic models of stock prices and interest rares, pricing European, American, and exotic derivatives using the methods of risk-neutral valuation, Black-Scholes analysis and numerical methods. A background in stochastic calculus is assumed.

Credit Hours: 3 hrs May not be repeated for credit
Grade Mode: Normal (A-F)

Typically offered Winter (odd years)

Last Updated:
Course Rotation 1/2015; New Course 11/2012, effective Winter 2013


Summer 2024 Course Sections

Fall 2024 Course Sections



Facebook this Page (opens a new window)
Tweet this Page (opens a new window)
Add to Portfolio (opens a new window)