Legacy Course Catalog
MA 516 - Advanced Probability And Options With Numerical Methods
| Effectivity: | 08/25/2003 - 08/06/2004 @ Purdue West Lafayette Traditional |
|---|---|
| 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.
