Course DescriptionTopics include: Statistical simulation of random variables and stochastic differential equations. Numerical solutions for partial differential equations, finite differences and finite-element methods. Optimization methods: linear programming, the simplex method and non-linear programming. The Matlab software will be used in assignments as a numeric and symbolic tool.
- Financial Mathematics Modeling and Predictive Analytics : Required Courses
- Science, Technology, Engineering, and Mathematics (STEM) : Electives (select 2)