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<p>Creating course page via bot</p> <p><b>New page</b></p><div>{{Infobox Course<br /> | code = MTL797<br /> | name = Computational Methods for Finance<br /> | credits = 3<br /> | credit_structure = 3-0-0<br /> | pre_requisites = <br /> | overlaps = <br /> }}<br /> <br /> == MTL797 : Computational Methods for Finance ==<br /> Risk Neutral probability. Review of option pricing. Deterministic, local and stochastic volatility models. Pricing characteristic of European, American and other options. Introduction to Finite difference methods. Finite Difference methods for European option pricing. Finite Difference methods for Asian, American and Barrier type contracts. Introduction to Advanced Numerical Methods, Advanced Numerical methods for European, American and other contracts. Pricing under local and stochastic volatility in Black-Scholes markets. Courses of Study 2024-2025 Mathematics 276</div>

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