2017 - 2018 General Catalogue 
    
    Jul 05, 2025  
2017 - 2018 General Catalogue [ARCHIVED CATALOG]

FI 492. Partial Differential Equations with Option Pricing (3)


The introduction and application of partial differential equations. This course builds on the option pricing techniques learned in FI 480  and teaches advanced pricing methods and programming. Prerequisites: "C" or higher in