Jun 24, 2024  
2014-2015 University Catalog 
    
2014-2015 University Catalog [ARCHIVED CATALOG]

MA 51600 - Advanced Probability And Options With Numerical Methods


Credit Hours: 3.00. Stochastic interest rate models. American options from the probabilistic and PDE points of view. Numerical methods for European and American options, including binomial, trinomial, and Monte-Carlo methods. Typically offered Fall.