3 credits
Fall 2025 Lecture Upper DivisionData from last updated 11/17/2025
Fall 2025
Fall 2025 Instructors:
Stochastic interest rate models. American options from the probabilistic and PDE points of view. Numerical methods for European and American options, including binomial, trinomial, and Monte-Carlo methods.
Learning Outcomes1Learn advanced topics in quantitative finance.
Prerequisites
One of
Restrictions
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