Last Updated: Mon, 10/12/2026
Syllabus
General Class Information
Academic year:
2027
Semester:
Spring
Course prefix:
MATH
Course number:
6635
Section:
A
CRN
27928
Department (you may add up to three):
Instructor first name:
Yingjie
Instructor last name:
Liu
Catalog Description

Basic numerical and simulation techniques used in the pricing of derivative securities and in related problems in finance. Some programming experience required.