# FMA 645 — Computational Financial Mathematics (NDU)

> FMA 645 Computational Financial Mathematics at Notre Dame University – Louaize. no student contributions yet.

Source: https://studiety.com/ndu/course/4635
Retrieved: 2026-09-15

## Facts

- Course code: FMA 645
- Title: Computational Financial Mathematics
- University: Notre Dame University – Louaize (NDU)
- Subject: FMA
- Faculty: Faculty of Natural and Applied Sciences
- Credits: 3

## Catalogue description

The course includes symbolic and numerical solutions of ODE’s, solving Black-Scholes PDE symbolically, generalized Black-Scholes formulas, implied volatility, obstacle problems, steady state obstacle problems, fast numerical solutions of obstacle problems for Dupire PDE, Optimal portfolio rules, and optimal portfolio hedging under general asset price dynamics.

## Quick answers

### What is FMA 645 at NDU?

FMA 645 Computational Financial Mathematics is a 3-credit course at Notre Dame University – Louaize (NDU), in the Faculty of Natural and Applied Sciences. The course includes symbolic and numerical solutions of ODE’s, solving Black-Scholes PDE symbolically, generalized Black-Scholes formulas, implied volatility, obstacle problems, steady state obstacle problems, fast numerical solutions of obstacle problems for Dupire PDE, Optimal portfolio rules, and optimal portfolio hedging under general asset price dynamics.

### How many credits is FMA 645?

FMA 645 Computational Financial Mathematics is worth 3 credits at NDU.

## See also

- [All FMA courses at NDU](https://studiety.com/ndu/subject/fma.md)
- [Every NDU subject](https://studiety.com/ndu/subjects.md)

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