| |2 credits |
| | |
| |BU.230.710.51 |
| |Thursdays 6-9pm, 06/06/2013 to 08/01/2013 |
| | |
| |Summer 2013 |
| |Washington, DC Center, room 201 |
| | |
Instructor
Stuart Urban
Contact Information
Phone Number: (443)956-6067
E-mail Address: surban1@jhu.edu
Teaching Assistant
Ben Brock: bbrock1@jhu.edu
Office Hours
Saturdays, 10:00am – 12:30pm at DC Center (room 201) or by appointment
Required Text and Learning Materials:
Stochastic Simulation and Applications in Finance with MATLAB Programs, (2008), Huu Tue Huynh, Van Son Lai, Issouf Soumare (HLS) [this book may be available as an e-book for students]
MATLAB: An Introduction with Applications 4th Edition (2010) or earlier Editions, Amos Gilat (AG)
Software: Matlab, student version (provided by Carey)
Optional Reference Book:
Options, Futures and Other