Go to Main Content

Purdue Self-Service

 

HELP | EXIT

Detailed Course Information

 

Fall 2020
Jan 25, 2021
Transparent Image
Information Select the desired Level or Schedule Type to find available classes for the course.

STAT 54100 - Advanced Probability And Options With Numerical Methods
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: Graduate, Professional, Undergraduate
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. )


Return to Previous New Search
Transparent Image
Skip to top of page
Release: 8.7.2.4