CS 335
Computational Methods in Business and Finance
2015
Topics
- Introduction to floating-point computation
- Introduction to MATLAB
- Interpolation
- Portfolio optimization
- Contingent-claims valuation
- Solution of nonlinear equations
- Monte Carlo methods
Readings
- Numerical Methods in Finance, A MATLAB-Based Introduction 2nd edition
Sources
- Course catalogue ↗2026–2027
- departmental_course_outline ↗2015
- Departmental typical outline and references; assignments and textbooks may vary by term. Source revision: Oct 15, 2015. Year refers to the departmental revision date, not a specific offering.