Sessional Lecturer - MMF2021H1F: Numerical Methods for Finance (Section LEC 0101)

Date Posted: 07/21/2026
Req ID: 49472
Faculty/Division: Faculty of Arts & Science
Department: Dept of Economics
Campus: St. George (Downtown Toronto)
Existing Vacancy: Yes

Description:

Course Number and Title:

MMF2021H1F: Numerical Methods for Finance (Section LEC 0101)

Course Description:
This course provides a rigorous introduction to numerical methods essential for modern quantitative finance. Students will master key techniques, including finite difference methods for solving partial differential equations arising in option pricing, Monte Carlo simulation and variance reduction techniques for pricing complex derivatives and risk measurement, numerical optimization algorithms for portfolio optimization and calibration of financial models. We will focus on practical applications to real-world problems in derivatives pricing, risk management, and algorithmic t...