MATH-GA 2045

Nonlinear Problems in Finance: Models and Computational Methods

New York University · UGRD · Fall 2026

1 section

Catalog description

Computational methods for calibrating models; valuing, hedging, and optimizing portfolios; and assessing risk. Approaches include finite difference methods, Monte Carlo simulation, and fast-Fourier-transform-based methods.

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Class #new_york-MATHGA2045Fall 2026UGRD3 credits

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