University of Calgary

AMAT 583 - Computational Finance - Winter 2017

Review of financial asset price and option valuation models; model calibration; tree-based methods; finite-difference methods; Monte Carlo simulation; Fourier methods.
This course may not be repeated for credit.

Hours

  • H(3-0)

Prerequisite(s)

  • Applied Mathematics 481 and 491.

Antirequisite(s)

  • Credit for both Applied Mathematics 583 and 683 will not be allowed.
Syllabus

Sections

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