MA 51600, Fall 2011
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 51600 002 | BRNG 1243 | 12:00pm | TR | Figueroa-Lopez, Jose | No Office |
Course Materials
There are no materials for this course.
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