MA 51600, Fall 2007
Course Description
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.
Instructor Info.
| Section | Room | Time | Instructor | Office | |
|---|---|---|---|---|---|
| MA 516 0101 | 7:00pm | FIGUEROA, JOSE | No Office | ||
Course Materials
There are no materials for this course.
Important Notes
- ADA policies: please see our ADA Information page for more details
- In the event of a missed exam, see your instructor/professor as soon as possible.
- See the online course evaluation page for more information on how we collect course feedback from students