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May 02, 2026
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2023-2024 Graduate Catalog This is not the most recent catalog version; be sure you are viewing the appropriate catalog year.
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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 3 hrs May be repeated for additional credit (provided topics are different)
Grade Mode Normal (A-F) Course Rotation Winter (odd yrs. In-person)
Prerequisites -
Restriction by Major -
Restriction by Degree Type -
Equivalent Course(s) -
Course History -
Course Rotation added 1/2015; New Course 11/2012, effective Winter 2013
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