Rutgers University 3 credits 643
Implementation of models for pricing and hedging derivative securities, using C++ programming projects, with emphasis on Monte Carlo simulation, finite difference solution of partial differential equations, binomial and trinomial trees, and the fast Fourier transform (FFT). Prerequisites: 16:332:503, 16:642:573, 621. Corequisites: 16:642:574 or 575, 622.
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