#### 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.