FINANCIAL ENGINEERING II
Prerequisite: calculus, probability, and stochastic processes. Modeling, analysis, and computation of derivative securities. Applications of stochastic calculus and stochastic differential equataions. Numberical techniques: finite-difference, binomial method, and Monte Carlo.
Department: Industrial Engineering and Operations Research(IEOR)
Subject: Industrial Engineering and Operations Research(IEOR)
School: Fu Foundation School of Engineering and Applied Science
Division: School of Engineering and Applied Science: Graduate
Course ID: 4707