University of Calgary

MATH 583 - Computational Finance - Winter 2019

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.


  • H(3-0)


  • Mathematics 381 or Applied Mathematics 481; Mathematics 413 or Applied Mathematics 413; Mathematics 493 or Applied Mathematics 493.


  • Credit for Mathematics 583 and Applied Mathematics 683 will not be allowed. Also known as: (formerly Applied Mathematics 583)


This course will be offered next in Winter 2021.
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