MATH 508 - 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 FIN 654 or ECON 598 or consent of the Department. Note: This course may not be taken for credit if credit has already been obtained in MATH 408.

No syllabi

Winter Term 2025


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