Legacy Course Catalog
MA 516 - Advanced Probability And Options With Numerical Methods
Effectivity: | 08/25/2003 - 08/06/2004 @ Purdue West Lafayette Traditional |
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Credits: | 3 |
Instructional Types: | Lec |
Usually Offered: | fal |
Short Title: | Adv Prob & Opt Num Mth |
Description: | Stochastic interest rate models. American options from the probabilistic and PDE points of view. Numerical methods for European and American options, including binomial, trinomial, and Monte-Carlo methods. |
School: | School Of Science |
Department: | Mathematics |
Credit By Exam: | NO |
Repeatable Flag: | NO |
Temporary Flag: | NO |
Full Time Privilege Flag: | NO |
Honors Flag: | NO |
Variable Title Flag: | NO |
Fall 2007 *** indicates the course was still an active course and was transferred to the Banner Catalog effective Spring 2008. This course was not expired Fall 2007.