University of Calgary

MATH 583 - Computational Finance - Winter 2023

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.

Hours

  • H(3-0)

Prerequisite(s)

  • Mathematics 381, 413 and 493.

Antirequisite(s)

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

Sections

This course will be offered next in Winter 2025.
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