MGTF 413 (Computational Finance Methods)

Course Topics: Computational Finance Methods
Instructors: Prof. Bradic, Prof. Holst
Term: Winter 2018
Syllabus and Other Course Materials: Available through [ TED ].

Some of the notes for Professor Holst's 413 Lectures are below. (These will likely be revised periodically during the course.)
  • Lecture 1 (Mathematical Background): Click [ here ]
  • Lecture 2 (Optimization): Click [ here ]
  • Lectures 8-10 (PDE): Click [ here ]