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MATH 6635 - Numerical Meth-Finance |
Basic numerical and simulation techniques used in the pricing of derivative securities and in related problems in finance. Some programming experience required.
3.000 Credit hours 3.000 Lecture hours Grade Basis: ALP Sch/Mathematics Department Restrictions: May not be enrolled in one of the following Levels: Undergraduate Semester Must be enrolled in one of the following Campuses: Georgia Tech-Atlanta * Prerequisites: Undergraduate Semester level MATH 2403 Minimum Grade of D and (Undergraduate Semester level MATH 3215 Minimum Grade of D or Undergraduate Semester level MATH 3225 Minimum Grade of D) |
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