Numerical Methods with Applications to Finance and Economics
Units: 1.5, Hours: 3-0
Selected topics in numerical analysis, with applications to finance and economics. Topics chosen from: rounding errors, root finding, systems of linear equations (direct and iterative methods), interpolation and approximation, numerical integration and differentiation, Monte Carlo methods, finite difference methods, binomial methods, convex optimization, dynamic and stochastic optimization.
Note: Credit will be granted for only one of 348, CSC 340, CSC 349A.
Prerequisites: 200 and 201; one of 110, 133, 211, 233A; one of 151, 352, ECON 245 or 1.5 units of STAT credit; or permission of the department.
Undergraduate course in Mathematics offered by the Department of Mathematics and Statistics in the Faculty of Science.