ORIE 5582
Monte Carlo Methods in Financial Engineering
Cornell University · UGRD · Fall 2026
1 section
Catalog description
An overview of Monte Carlo methods as they apply in financial engineering. Generating sample paths. Variance reduction (including quasi random number), discretization, and sensitivities. Applications to derivative pricing and risk management.
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001
Availability not recently verifiedClass #cornell_2-ORIE5582Fall 2026UGRD2 credits
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