2018 - 2019 General Catalogue 
    
    Nov 23, 2024  
2018 - 2019 General Catalogue [ARCHIVED CATALOG]

FI 481. 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 EC 400  and FI 480 .