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Next: Stock Price Model

Financial Engineering
CIS 607
Course Notes


Abstract

This course examines price models of securities and their derivatives, reviewing foundations in the stochastic calculus and probability theory. The focus of the course is on numerical methods and their computational requirements.

Spring 1996 class included Shawn Eastley, Juan Flores, Jason Gillis, and Bart Massey.

These notes were constructed in LaTeX, latex2html, html, and Java. The notes are currently incomplete.





Evan Tick
Fri May 10 18:48:58 PDT 1996