MA 51600, Fall 2016
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 |
REC 114 |
1:30pm |
TR |
Lee, Kiseop |
No Office |
Course Materials
Important Notes
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