CMTH 600 - Computational Methods In Mathematics

Course Description

Topics 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.

Requisites

Prerequisite: CMTH 500 and (CMTH 501 or MTH 510)

Relevant Programs

Financial Mathematics Modeling and Predictive Analytics : Required Courses
Science, Technology, Engineering, and Mathematics (STEM) : Electives (select 2)