Department of Mathematics

MA 51600, Fall 2011

Advanced Probability And Options With Numerical Methods

Course Description

  • Credit Hours: 3.00. Stochastic interest rate models. American options from the probabilistic and PDE points of view. Numerical methods for European and American options, including binomial, trinomial, and Monte-Carlo methods. Typically offered Fall.

Instructor Info.

  • MA 51600 002 - BRNG 1243 TR 12:00am - Figueroa-Lopez, Jose ( No Office)

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