2020-2021 Graduate Catalog 
    
    Mar 29, 2024  
2020-2021 Graduate Catalog [ARCHIVED CATALOG]

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
Credits: 3
Prerequisite: MBA 550 
Offered When Needed