MATH 472 - Numerical Methods with Financial Applications
Fall 2013, Section 001
Instruction Mode: Section 001 is (see other Sections below)
Subject: Mathematics (MATH)
Department: LSA Mathematics
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Requirements & Distribution:
Credit Exclusions:
No credit granted to those who have completed or are enrolled in MATH 471 or 371.
Waitlist Capacity:
Advisory Prerequisites:
Differential Equations (MATH 216, 256, 286, or 316); Linear Algebra (MATH 214, 217, 417, or 419); working knowledge of a high-level computer language. Recommended: MATH 425.
This course counts toward the 60 credits of math/science required for a Bachelor of Science degree.
May not be repeated for credit.
Primary Instructor:


Theoretical study and practical implementation of numerical methods for scientific problems, with emphasis on financial applications. Topics: Newton's method for nonlinear equations; systems of linear equations; numerical integration; interpolation and polynomial approximation; ordinary differential equations; partial differential equations, in particular the Black-Scholes equation; Monte Carlo simulation; numerical modeling.


MATH 472 - Numerical Methods with Financial Applications
Schedule Listing
001 (LEC)
 In Person
TuTh 8:30AM - 10:00AM
9/3/13 - 12/11/13
Note: Permission will be given through the waitlist and preference will be given to Financial Math majors.
002 (LEC)
 In Person
TuTh 11:30AM - 1:00PM
9/3/13 - 12/11/13
Note: Permission will be given through the waitlist and preference will be given to Financial Math majors.

Textbooks/Other Materials

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