MGMTMFE 432
Advanced Computational Methods
Management-Master of Financial Engineering · 4 units · Graduate professional courses (400-499)
Quantitative and computational tools used in finance, including numerical techniques such as implementation of binomial and trinomial option pricing, lattice algorithms for computing derivative prices and hedge ratios, simulation-based algorithms for pricing American options, and numerical solution of partial differential equations that appear in financial engineering.
Letter grading.
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