MATH 408 - Computational Finance

3 units (fi 6)(EITHER, 3-0-0)

Faculty of Science

Principles of Monte Carlo methods. Essentials of stochastics. Introduction to financial derivatives pricing. Generating random variables. Simulating stochastic differential equations. Application to financial derivatives pricing and interest rate models. Variance reduction techniques. Prerequisite: STAT 471, or E E 387 and consent of the Department.

No syllabi

Winter Term 2025

Lectures

Section Capacity Class times Login to view Instructor(s) and Location
LECTURE Q1
(76589)
27
2025-01-06 - 2025-04-09 (TR)
11:00 - 12:20