- Schedule of Classes - January 14, 2015 6:16PM EST
- Course Catalog - January 14, 2015 6:21PM EST
Course information provided by the Courses of Study 2014-2015.
Covers computational techniques such as binomial trees, solution of PDEs, and Monte Carlo simulation for pricing financial instruments such as European and American options, path-dependent options, and bonds. Other computational topics such as delta and gamma hedging, Value at Risk, and portfolio problems are also covered. The emphasis is on implementation.
When Offered Fall.
Prerequisites/Corequisites Prerequisite: financial engineering M.Eng. students in Manhattan.
Regular Academic Session.
Credits and Grading Basis
3 Credits Graded(Graded)
Class Number & Section Details
- TREngineering in NYC
Enrollment limited to: M Eng financial engineers in Manhattan (NYC).
Disabled for this roster.