MA 471
Comp Methods in Finance
Numerical methods used in financial engineering and risk management, including numerical solutions of ordinarily differential equations, finite difference methods, numerical optimization, Monte Carlo and
quasi-Monte Carlo methods, numerical solutions of stochastic differential equations, fast Fourier and
other discrete transform methods. The computational methods are illustrated with the use of
programming languages such as MAPLE, MATLAB and VBA.
3 lecture hours. 2 laboratory hours every other week.
Prerequisites: MA205, MA370, and either MA307 or MA371.
Numerical methods used in financial engineering and risk management, including numerical solutions of ordinarily differential equations, finite difference methods, numerical optimization, Monte Carlo and
quasi-Monte Carlo methods, numerical solutions of stochastic differential equations, fast Fourier and
other discrete transform methods. The computational methods are illustrated with the use of
programming languages such as MAPLE, MATLAB and VBA.
3 lecture hours. 2 laboratory hours every other week.
Prerequisites: MA205, MA370, and either MA307 or MA371.
Numerical methods used in financial engineering and risk management, including numerical solutions of ordinarily differential equations, finite difference methods, numerical optimization, Monte Carlo and
quasi-Monte Carlo methods, numerical solutions of stochastic differential equations, fast Fourier and
other discrete transform methods. The computational methods are illustrated with the use of
programming languages such as MAPLE, MATLAB and VBA.
3 lecture hours. 2 laboratory hours every other week.
Prerequisites: MA205, MA370, and either MA307 or MA371.
