University of Calgary

AMAT 483 - Computational Methods Math Fnce - Winter 2008

Review of financial models, Monte-Carlo simulation, binomial and trinomial trees, finite-difference method, aspects of time series and parameter estimation, volatility modelling and estimation.
This course may not be repeated for credit.

Hours

  • H(3-1T)

Prerequisite(s)

  • Applied Mathematics 481 and 491

Corequisite(s)

  • Applied Mathematics 493

Sections

This course will be offered next in Winter 2009.
Powered by UNITIS. More features.