MA 51600, Fall 2006

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.

Section Room Time Instructor Office
MA 516 0101 7:00pm VIENS, FREDERI STAT 504

Course Materials

Section Type Title Author

Important Notes

  • ADA policies: please see our ADA Information page for more details
  • In the event of a missed exam, see your instructor/professor as soon as possible.
  • See the online course evaluation page for more information on how we collect course feedback from students