MA 51600, Fall 2012
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 51600 002 | UNIV 119 | 1:30pm | TR | Viens, Frederi | MATH 504 |
Course Materials
There are no materials for this course.
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