Advanced Computational Methods in Finance
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Overview
Subject area
MTH
Catalog Number
9871
Course Title
Advanced Computational Methods in Finance
Department(s)
Description
This course covers the various specialized mathematical numerical methods that are applied to security valuation and risk management. The mathematical principles of arbitrage-free valuation are applied to binomial and other lattice methods, term structure interest rate models, path-dependent securities, multi-factor models, Monte Carlo methods, and other current topics.
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
Yes
Credits
Minimum Units
1.5
Maximum Units
1.5
Academic Progress Units
1.5
Repeat For Credit
No
Components
Name
Lecture
Hours
1.5