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MFE 230D

Derivatives: Quantitative Methods

2 credits · Graduate

This course emphasizes the pricing of derivatives in continuous time, from the formulation of the pricing problem to the implementation of computational and numerical solution techniques.

Prerequisites & course information

{'preRequisiteCourse': '1157891', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1025111', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1157901', 'concurrentPrerequisit': False}; {'preRequisiteCourse': '1025121', 'concurrentPrerequisit': False}

Sources