adityadj98 / Computational-Methods-in-Pricing-and-Model-Calibration-Columbia-University
This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will introduce different types of options in the market, followed by an in-depth discussion into numerical techniques helpful in pricing them, e.g. Fourier Transform (FT) and Fast Fourier Transform (FFT) methods. We…
☆10Updated 2 years ago
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