University of Calgary

MATH 683 - Computational Finance - Winter 2019

Basic computational techniques required for expertise quantitative finance. Topics include basic econometric techniques (model calibration), tree-based methods, finite-difference methods, Fourier methods, Monte Carlo simulation and quasi-Monte Carlo methods.
This course may not be repeated for credit.


  • H(3-0)


  • Admission to a graduate program in Mathematics and Statistics or consent of the Department.


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


This course will be offered next in Winter 2021.
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