| Course Number: | CS 535 |
| Course Name: | Financial Computing |
| Course Coordinator | Kamberov |
| Catalog Description: | This is a course in modeling the values of assets and financial derivatives and the software implementation of these models for pricing, simulations, and scenario analysis. The course includes an introduction to markets and financial derivatives, and a development of the necessary tools from the theories of stochastic processes and parabolic differential equations. An integral part of the course is the use of financial information sources and software packages available on the Internet for modeling and analysis. |
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