CS 774Advanced Computational Finance

Units: 0.50
Level: Graduate
Faculty: Mathematics
Subject: Computer Science

When it runs

Ran in 0 of the last 7 terms. Winter 2027: not on the schedule. Spring 2027: schedule not out yet.

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.

Resources

Around the web

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Calendar versions

Graduate Calendar

Older Graduate Calendars

In 39 terms, Fall 2007 to Winter 2024