University of Calgary
AMAT 583 - Computational Finance - Winter 2015
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.SyllabusThis course will be offered next in Winter 2017.
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.
Sections
LEC 1 TR 09:30 - 10:45 Antony Ware Outline Notes: Combined course with AMAT 683
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