WClasses
CS 335 - Computational Methods in Business and Finance
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.
Prerequisites
(One of CS116, CS136, CS138, CS146)or(CS114 with at least 60%; CS115 or CS135);One of MATH106 with at least 70%, MATH136 or MATH146;MATH237 or MATH247;One of STAT206, STAT231, STAT241;Not open to Computer Science
Corequisites
None
Antirequisites
AMATH242/CS371,CS370,MTE204
Offerings
Winter 2026 [1261]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6160 | 89 / 110 | 14:30 - 15:50 | M,W | ||
| TST 101 | 6343 | 89 / 110 | 16:30 - 18:20 | W |
Fall 2025 [1259]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6528 | 76 / 110 | 10:00 - 11:20 | T,Th | ||
| TST 101 | 7202 | 76 / 110 | 19:00 - 20:50 | Th |
Winter 2025 [1251]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6258 | 109 / 110 | 14:30 - 15:50 | M,W | ||
| TST 101 | 6484 | 109 / 110 | 17:30 - 19:20 | T |
Fall 2024 [1249]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6509 | 98 / 110 | 16:00 - 17:20 | M,W | ||
| TST 101 | 9459 | 98 / 110 | 19:00 - 20:50 | W |
Winter 2024 [1241]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6309 | 99 / 100 | 13:00 - 14:20 | M,W | ||
| TST 101 | 6560 | 99 / 100 | 17:30 - 19:20 | T |
Fall 2023 [1239]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6399 | 106 / 110 | 11:30 - 12:50 | M,W | ||
| TST 101 | 9269 | 106 / 110 | 17:30 - 19:20 | W |
Winter 2023 [1231]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6492 | 82 / 100 | 08:30 - 09:50 | M,W | MC 2054 | Leili Rafiee Sevyeri |
| TST 101 | 6831 | 82 / 100 | 19:00 - 20:50 | T |
Fall 2022 [1229]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 7508 | 84 / 110 | 08:30 - 09:50 | M,W | RCH 307 | Andrew Na |
Winter 2022 [1221]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6435 | 84 / 90 | 11:30 - 12:50 | M,W | MC 2035 | Justin Wan |
| TST 101 | 9547 | 84 / 90 | 19:00 - 21:50 | T |
Fall 2021 [1219]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6587 | 102 / 110 | Christopher Batty |
Winter 2021 [1211]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 041 | 6486 | 85 / 85 | Christopher Batty | |||
| LEC 042 | 9286 | 73 / 85 | Christopher Batty | |||
| TST 141 | 6664 | 158 / 170 |
Fall 2020 [1209]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 041 | 6483 | 78 / 120 | Christopher Batty | |||
| TST 141 | 6746 | 78 / 120 |
Winter 2020 [1201]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6353 | 105 / 120 | 14:30 - 15:50 | M,W | STC 0020 | Justin Wan |
| TST 101 | 9035 | 105 / 120 | 19:00 - 20:50 | Th | Justin Wan |
Fall 2019 [1199]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6315 | 83 / 95 | 11:30 - 12:50 | M,W | MC 4059 | Justin Wan |
| TST 101 | 6624 | 83 / 95 | 19:00 - 20:50 | T |
Winter 2019 [1191]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6285 | 97 / 120 | 13:30 - 14:20 | M,W,F | MC 4061 | Yu Ying Li |
Fall 2018 [1189]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6174 | 59 / 95 | 14:30 - 15:20 | M,W,F | RCH 211 | Yu Ying Li |
| TST 101 | 8550 | 59 / 95 | 19:00 - 20:50 | T |
Winter 2018 [1181]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6414 | 90 / 120 | 09:30 - 10:20 | M,W,F | MC 4061 | George Labahn |
Fall 2017 [1179]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6300 | 98 / 120 | 13:30 - 14:20 | M,W,F | MC 4020 | Justin Wan |
Winter 2017 [1171]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 9624 | 92 / 120 | 08:30 - 09:20 | M,W,F | MC 1085 | Yu Ying Li |
Fall 2016 [1169]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6298 | 110 / 120 | 08:30 - 09:50 | T,Th | MC 4059 | Yu Ying Li |
Fall 2015 [1159]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6599 | 106 / 110 | 11:30 - 12:50 | T,Th | RCH 307 | Wei Xu |
Winter 2015 [1151]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 7729 | 112 / 120 | 09:30 - 10:20 | M,W,F | DWE 1501 | George Labahn |
| TST 101 | 7991 | 112 / 120 | 19:00 - 20:50 | T |
Fall 2014 [1149]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 6322 | 98 / 110 | 08:30 - 09:50 | M,Th | MC 4059 | Justin Wan |
| TST 101 | 8204 | 98 / 110 | 19:00 - 20:50 | W |
Fall 2013 [1139]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 7398 | 84 / 104 | 11:30 - 12:50 | M,W | AL 208 | Duy Minh Dang |
Winter 2013 [1131]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 7637 | 72 / 80 | 16:00 - 17:20 | T,Th | MC 2017 | Peter Forsyth |
Spring 2012 [1125]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 4546 | 68 / 70 | 18:00 - 20:50 | T | MC 2035 | Duy Minh Dang |
Fall 2011 [1119]
| Section | Class | Enrolled | Time | Days | Location | Instructor |
|---|---|---|---|---|---|---|
| LEC 001 | 7540 | 58 / 60 | 13:00 - 14:20 | T,Th | RCH 207 | Peter Forsyth |