2013-2014 Academic Catalog 
    
    May 04, 2024  
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2013-2014 Academic Catalog [ARCHIVED CATALOG]

FIN 5216 - Computational Finance

In the framework of binomial models this course discusses main tools applied to derivative valuation including concepts of martingale and state prices. It also considers common numerical methods utilized in financial engineering such as Monte Carlo simulation and finite difference. Open to MSF students only.
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