Get a 飞行信贷 worth up to $1,000 when you apply with code* by September 12, 2024
Applied Analysis: Financial 数学 - Period 4+5
概述
CEA CAPA Partner 机构: Vrije Universiteit Amsterdam
地点: Amsterdam, 荷兰
Primary Subject Area: 数学
指令: 英语
课程代码: X_400076
Transcript Source: Partner 机构
课程详细信息: 400级
Recommended Semester Credits: 3
联系时间: 84
描述
This course gives an introduction to financial mathematics.
The following subjects will be treated:
- introduction in the theory of options;
- the binomial method;
- introduction to partial differential equations;
- the heat equation;
- the Black-Scholes formula and applications;
- introduction to numerical methods, approximating the price of an
(American) option.
联系 hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA's recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.
The following subjects will be treated:
- introduction in the theory of options;
- the binomial method;
- introduction to partial differential equations;
- the heat equation;
- the Black-Scholes formula and applications;
- introduction to numerical methods, approximating the price of an
(American) option.
联系 hours listed under a course description may vary due to the combination of lecture-based and independent work required for each course therefore, CEA's recommended credits are based on the ECTS credits assigned by VU Amsterdam. 1 ECTS equals 28 contact hours assigned by VU Amsterdam.
让我们聊天