Computational Finance MA Formulas take you only so far when it comes to the valuation of more complex options. Get ready for the quantitative approach! The valuation of financial derivatives cannot always be performed by closed-form solutions to the underlying pricing equations. In particular, more complex options require the application of advanced numerical methods. This course provides a solid introduction to financial option valuation and the numerical techniques applied by quantitative analysts to price options, value interest rate derivatives, or assess risk. Examples for the implementation of the individual concepts are given in Matlab code.