CS 774Advanced Computational Finance
- Units
- 0.50
- Level
- Graduate
- Faculty
- Mathematics
- Subject
- Computer Science
CS 774 as listed in the Fall 2025 Graduate Calendar. The main page has the current version, when it runs, and seats.
Option pricing, hedging, model calibration, and portfolio optimization will be discussed. Computational methods, including PDE methods, Monte Carlo, and mathematical programming will be presented.
Prerequisites
None listed.
Antirequisites
None listed.
Leads to
No course lists it as a requisite.
Check it elsewhere for Fall 2025
- Graduate Calendar, Fall 2025The archived entry
- Requirements for Fall 2025Waterloo’s requisite checker
- Course outlinesSyllabi from past terms (UW login)
- UW FlowStudent ratings and reviews
- WClassesPast sections back to 2004, and who taught them
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