MA 51600, Fall 2007
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.
|MA 516 0101||7:00pm||FIGUEROA, JOSE||No Office|
There are no materials for this course.