The specific availability for this course is not currently known. If you would like to know if this course will be offered during your session, please contact us.
This course is an introduction to numerical techniques for the valuation and hedging of financial investment instruments such as options and other derivatives. It emphasizes the implementation and use-selected models, and links them to related optimization techniques, such as stochastic programming. It is aimed at providing the basic necessary analytical skills useful to working in financial firms and investment banks.
