Computational Finance
Introduction to the analysis and implementation of numerical methods used in finance. Explore numerical techniques in derivative pricing and optimal asset allocation, such as Monte Carlo and quasi-Monte Carlo simulation, methods for solving partial differential equations, and dynamic programming. Only one of the following may be counted: Decision Science 372 (Topic 7), 372T (Topic 11), Statistics 372 (Topic 7), 372T (Topic 11).
Prerequisites & course information
Introduction to the analysis and implementation of numerical methods used in finance. Explore numerical techniques in derivative pricing and optimal asset allocation, such as Monte Carlo and quasi-Monte Carlo simulation, methods for solving partial differential equations, and dynamic programming. Only one of the following may be counted: Decision Science 372 (Topic 7), 372T (Topic 11), Statistics 372 (Topic 7), 372T (Topic 11).
Sources
- Course catalogue ↗2026-2027