Approximate Calculations in Financial Mathematics

Descipline Approximate Calculations in Financial Mathematics
Faculty Faculty of Mechanics and Mathematics
Faculty URL http://www.mechmat.univ.kiev.ua/en
Language English
Degree Master
Credits 3
Semester 3
Description The educational discipline studies mathematical methods of numerical calculations on a financial market under uncertainty. The main aim is to gain the necessary methodological knowledge as well as the practical tools of financial modeling with stochastic differential equations and their numerical solution.
Teachers Shevchenko Georgiy
Department of Probability Theory, Statistics and Actuarial Mathematics,
Faculty of Mechanics and Mathematics,
Author: admin