Syllabus:
Monte Carlo Methods for Financial Applications, 7.5 credits
The course is discontinued
Swedish name:
Monte Carlo-metoder för finansiella tillämpningar
This syllabus is valid:
2008-09-01
valid to
2010-10-31
(newer version of the syllabus exists)
Syllabus for courses starting before 2010-10-31
Course code:
5MA082
Credit points:
7.5
Education level:
Second cycle
Main Field of Study and progress level:
Mathematics: Second cycle, has only first-cycle course/s as entry requirements
Computational Science and Engineering: Second cycle, has only first-cycle course/s as entry requirements
Computational Science and Engineering: Second cycle, has only first-cycle course/s as entry requirements
Grading scale:
Pass with distinction, Pass with merit, Pass, Pass with distinction, Pass, Fail
Responsible department:
Department of Mathematics and Mathematical Statistics
Literature
Valid from: 2008 week 36
Glasserman Paul
Monte Carlo methods in financial engineering
New York :
Springer :
cop. 2004 :
596 s. :
ISBN: 0-387-00451-3 (alk. paper)
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