ORF 531 / FIN 531 No Audit
Computational Finance in C++
Maciej J. Capinski, Tomasz Zastawniak, Numerical Methods in Finance with C++
Paul Glasserman, Monte Carlo Methods in Financial Engineering
There will be no midterm, and the final grade will be computed as follows: 100% Homework. Assignment will be posted due in a week.
Open to Graduate Students Only.
Prerequisites and Restrictions:
Junior & Senior enrollment by Instructor permission only--must contact instructor PRIOR to signing up.
|40439||C01||1:30 pm - 2:50 pm||M W||Friend Center 004||Enrolled:24 Limit:40|