Quick Course Search

MATH508 - Computational Finance

Principles of Monte Carlo methods. Essentials of stochastics. Introduction to financial derivatives pricing. Generating random variables. Simulating stochastic differential equations. Application to financial derivatives pricing and interest rate models. Variance reduction techniques. Prerequisite: STAT 471 or MGTSC 501 or E E 387 or consent of the Department.

Winter Term 2018

Lecture Sections

Winter Term 2018 - LEC X50 (95234)

R 17:30:00 - 20:30:00 (CAB 269)
Instructor: cfrei@ualberta.ca - Profile
Fall Term 2015

Lecture Sections

Fall Term 2015 - LEC X01 (66692)

R 17:30:00 - 20:30:00 (BUS 1 6)
Instructor: cfrei@ualberta.ca - Profile
Winter Term 2014

Lecture Sections

Winter Term 2014 - LEC Q1 (76580)

R 17:30:00 - 20:30:00 (BUS 4 13)
Instructor: cfrei@ualberta.ca - Profile
Winter Term 2012

Lecture Sections

Winter Term 2012 - LEC Q1 (68896)

TR 09:30:00 - 10:50:00 (SAB 331)
Instructor: cfrei@ualberta.ca - Profile