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STAT 906Computer Intensive Methods for Stochastic Models in Finance

Units
0.50
Level
Graduate
Faculty
Mathematics
Subject
Statistics

STAT 906 as listed in the Winter 2026 Graduate Calendar. The main page has the current version, when it runs, and seats.

Review of basic numerical methods. Simulation of random variables, stochastic processes and stochastic models in finance. Numerical solution of deterministic and stochastic differential equations. Valuation of complex financial instruments and derivative securities. Project and paper.

Prerequisites

None listed.

Antirequisites

None listed.

Leads to

No course lists it as a requisite.

Check it elsewhere for Winter 2026

Calendar versions

Graduate Calendar

Older Graduate Calendars

In 42 terms, Fall 2006 to Winter 2024