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Dec 03, 2024
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2018-2019 Graduate Catalog [ARCHIVED CATALOG]
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FIN 694 - Numerical Methods in Finance
The course is an introduction to the use of mathematical models and numerical methods in finance. It covers a wide range of topics: finite difference methods, binomial trees, Monte Carlo simulation, random number generation, asset pricing, debt and real option evaluation and optimization problems in finance.
Lecture
3 Credits
Prerequisite: MBA 550
Offered When Needed
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