MGMTMFE 432Advanced 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.
When it runs
- Spring 2026
- Spring 2027
Scheduled, not typical — from UCLA’s Schedule of Classes, which publishes Fall 2025 through Spring 2027 and nothing before it.
Requisites
UCLA lists no requisites for this course.
Requires
Everything that has to come before this course, not just the courses named in the requisite above.
Nothing — this is an entry point.
Unlocks
What this course is a requisite for, and what those courses lead to in turn.
No course in the catalog lists this as a requisite.