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| STAT 54100 - Advanced Probability And Options With Numerical Methods |
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Credit Hours: 3.00. Stochastic interest rate models. American options from the probabilistic and PDE points of view. Numerical methods for European and American options, including binomial, trinomial, and Monte-Carlo methods. Typically offered Fall.
3.000 Credit hours Levels: Undergraduate, Graduate, Professional Schedule Types: Distance Learning, Lecture Offered By: College of Science Department: Statistics Course Attributes: Upper Division May be offered at any of the following campuses: West Lafayette Restrictions: May not be enrolled as the following Classifications: Sophomore: 45 - 59 hours Sophomore: 30 - 44 hours Freshman: 0 - 14 hours Freshman: 15 - 29 hours Prerequisites: GR-STAT 54100 Requisites General Requirements: ( Student Attribute: GR May not be taken concurrently. ) or ( Course or Test: MA 51500 Minimum Grade of D- May not be taken concurrently. ) or ( Course or Test: STAT 54000 Minimum Grade of D- May not be taken concurrently. ) |
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