 | Select the Course Number to get further detail on the course. Select the desired Schedule Type to find available classes for the course. The Schedule Type links will be available only when the schedule of classes is available for the selected term. |
| 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: 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 |
 |