MTH 9871
Adv Comp Methods Finance · 1.5 credits · Spring 2027
About this course
This course covers the various specialized mathematical numerical methods that are applied to security valuation and risk management. The mathematical principles of arbitrage-free valuation are applied to binomial and other lattice methods, term structure interest rate models, path-dependent securities, multi-factor models, Monte Carlo methods, and other current topics.
Seat status as of Oct 3, 4:49 AM ET. Seats can change between refreshes.
No sections have been posted for this course in this term yet.