University of Calgary
AMAT 483 - Computational Methods Math Fnce - Winter 2012
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.Syllabus
This course may not be repeated for credit.
Hours
- H(3-1T)
Prerequisite(s)
- Applied Mathematics 481 and 491.
Sections
LEC 1 MWF 12:00 - 12:50 Anatoliy Swishchuk Outline TUT 1 R 09:00 - 09:50 Anatoliy Swishchuk
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