An introduction to numerical methods for business and finance. Floating-point arithmetic, interpolation. Methods for portfolio optimization and contingent-claims valuation. Solution of nonlinear equations. Monte Carlo methods, lattice methods, simulation of hedging strategies. Prereq: (one of CS 116, 136, 138, 145 taken fall 2010 or earlier, CS 146); MATH 136 or 146, MATH 237 or 247, STAT 231 or 241; Not open to Computer Science students. Antireq: AMATH 242/CM 271/CS 371, CS 370, ECE 204
