Semester(s) Offered:
Prerequisite(s):
The prerequisite for this course is admission to the Financial Mathematics track of the Mathematical Sciences M.S. program.
Textbook(s):
James F. Epperson, An introduction to numerical methods and analysis, Wiley; 2 edition (December 24, 2013)
Description:
Numerical modeling and Numerical solutions and stability issues for Ordinary and Partial Differential equation within the setting of financial mathematics.