STAT 541: Advanced Probability And Options With Numerical Methods

3 credits

Fall 2021 Lecture Upper Division
Data from
Fall 2021
last updated 8/23/2024
Fall 2021 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. Typically offered Fall.

Course STAT 541 from Purdue University - West Lafayette.

Prerequisites

One of
Student attribute GR

Restrictions

NOSophomores (45-59 credits), Sophomores (30-44 credits), Freshmen (0-14 credit...show more

GPA by professor

No grades available

T

Kiseop Lee

001
3:00 pm
Lec
R

Kiseop Lee

001
3:00 pm
Lec

Community

Have something to say?

BoilerCoursesis an unofficial catalog for Purdue courses
made by Purdue students.
STAT 541: Advanced Probability And Options With Numerical Methods