MFM 713, Winter 2020

Computational Finance II

Calendar Description

MFM 713 / Computational Finance II
1.5 unit(s)

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

PLEASE REFER TO MOSAIC FOR THE MOST UP-TO-DATE INFORMATION ON TIMES AND ROOMS

 

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