First Semester of Academic Year 2011-2012
MA 472 Financial Engineering Lab
Syllabus

This course will focus on implementation of the financial models such as CAPM, Binomial models, Black-Scholes model, Interest rate models and asset pricing based on above models studied in Financial Engineering-I and Financial Engineering -II. The implementation will be done using C++/MATLAB/S-Plus.

Texts:

References:

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