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ECG 766 Computational Methods in Economics and Finance
贰颁骋听766听听Computational Methods in Economics and Finance听听(3 credit hours)听听
Fundamental methods for forumlating and solving economic models numerically will be developed. Emphasis on defining the mathematical structure of problems and practical computer methods for obtaining model solutions. Major topics include solution of systems of equations, complementarity relationships and optimization. Finite and infinite dimensional problems will be addressed, the latter through the use of finite dimensional approximation techniques. Particular emphasis placed on solving dynamic asset pricing, optimization and equilibrium problems. MS in Financial Mathematics Program required.
Prerequisite: (惭础听305 or 惭础听405) and 惭础听341 and 贰颁听301 and 贰颁听302 and (颁厂颁听112 or 114) or equivalents.
Typically offered in Fall only