Spring 2025
FE CONTINUOUS TIME MODELS
, 3 pts, E4707FE: CONTINUOUS TIME MODEL
This graduate course is only for MS program in FE students. Modeling, analysis, and computation of derivative securities. Applications of stochastic calculus and stochastic differential equations. Numerical techniques: finite-difference, binomial method, and Monte Carlo.
FE: CONTINUOUS TIME MODEL
This graduate course is only for MS program in FE students. Modeling, analysis, and computation of derivative securities. Applications of stochastic calculus and stochastic differential equations. Numerical techniques: finite-difference, binomial method, and Monte Carlo.
- Section Number
- 001
- Call Number
- 14643
- Day, Time & Location
- TR 2:40PM-3:55PM
- Instructor
- Xunyu Zhou