MGTF 413. Computational Finance Methods (4 units)
Link to catalog page: https://catalog.ucsd.edu/courses/MGT.html#mgtf413
Description
This course introduces students to a variety of mathematical methods as applied in finance, including Monte Carlo simulation, optimization methods, and numerical solution to PDEs. Letter grades only. Prerequisites: restricted to master of quantitative finance program or with instructor approval or department approval.
Prerequisite courses
MGTF 413 has no prerequisite courses.
Successor courses
No courses have MGTF 413 as a prerequisite.