ODE & PDE for Mathematical Finance

mathmac · October 31st, 2002, 7:46 am

Hi ppl,I got a Q for those who were/are entrolled in Mathematical Finance. Most ppl here mention abt PDE & ODE a lot when they talk abt MF. I've looked at the course outlines from many universities and they don't include PDE and ODE that much. Rather, they are mostly abt Stat and Finance. I'm confused here . So let me know if I'm right.thanks,Mathmac.

Stefanone · October 31st, 2002, 3:50 pm

At King's College MSc Fin Math there a course on numerical methods for PDEs applied to finance..check it out a www.maths.kcl.ac.uk

lcarneiro · October 31st, 2002, 4:43 pm

Try Jack Cowan material at University of Chicago web page, you will find also homework material with answers...and the midterm exam too!Pele