You have reached the Course GR5030 page of Tat Sang Fung at Columbia University.
I am teaching GR5030 Numerical Methods in Finance in Spring 2023. This course is mandatory for students in the master program: Master of Arts Degree in Mathematics With Specialization in the Mathematics.
2023 Course outline of GR5030 Numerical Methods in Finance
For class materials during the semester, please visit CourseWorks at Columbia
If you have questions, you can reach me by email: fts@math.columbia.edu
Note: In the past some students say that sending email via CourseWorks does not always work. You may want to send emails directly to the email address above and retain a cc copy
last update: Nov 30, 2022