Subject
MATH - Mathematics
Description
Basic computational techniques required for expertise quantitative finance. Topics include basic econometric techniques (model calibration), tree-based methods, finite-difference methods, Fourier methods, Monte Carlo simulation and quasi-Monte Carlo methods.
Prerequisite(s): Admission to a graduate program in Mathematics and Statistics or consent of the Department.
Antirequisite(s): Credit for Mathematics 683 and any one of Mathematics 583, Applied Mathematics 683, or Applied Mathematics 583 will not be allowed.
Also known as: (formerly Applied Mathematics 683)
Prerequisite(s): Admission to a graduate program in Mathematics and Statistics or consent of the Department.
Antirequisite(s): Credit for Mathematics 683 and any one of Mathematics 583, Applied Mathematics 683, or Applied Mathematics 583 will not be allowed.
Also known as: (formerly Applied Mathematics 683)
GFC Hours
(3-0)
Domestic Fee Rate Group
A
International Fee Rate Group
B
Signature Learning
Research & Creative Scholarship
Courses may consist of a Lecture, Lab, Tutorial, and/or Seminar. Students will be required to register in each component that is required for the course as indicated in the schedule of classes. Practicums, internships or other experiential learning modalities are typically indicated as a Lab component.
Component
LEC
Units
3
Repeat for Credit
No