MFM 713, Winter 2020
Computational Finance II
MFM 713 / Computational Finance II
Prerequisite(s): Must be enrolled in MFM program.
Development of numerical methods with emphasis on derivative securities pricing. Topics include: Numerical solutions to PDEs and SDEs, Numerical Methods for Exotic and Path Dependent Options, Free Boundary for American Options.
Instructor: M. Grasselli
Up-to-date information presented in your classes
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