You have reached the page for Tat Sang Fung at Columbia University.

GR5030 Numerical Methods in Finance

I am teaching GR05030 Numerical Methods in Finance in the Spring semester. This course is mandatory for students in the master program: Master of Arts Degree in Mathematics With Specialization in the Mathematics. Please note that the course number has been changed to GR5030 starting Spring 2017 (it was formerly G6071)

Please click here for the outline of the course

If you want to know more about me please click here for my CV and writings

If you have questions, you can reach me by sending an email to:

last update: Nov 2, 2017