Winter course on Numerical Analysis

[npradeep]

Hi All,
I'm looking for a course in Numerical Analysis to complete this WINTER (20th Dec- 20th Jan : 1 month).
Reason being, I'm about to get an offer from an equity research company and my university, is not allowing me to work full time because I've one course to complete next sem. If I can do a course during the winter break (1month), I can transfer those credits here and graduate. Hence the rush. The course should cover the below topics.


Gaussian copula and its problem
Basics of numerical analysis
Binomial models
Principles and methods of Monte Carlo simulation
Finite difference methods for PDE/SDE
Option valuation by Monte Carlo methods
Option valuation by finite difference methods
Curve constructions: interpolation and smoothing techniques
Term structure of interest rate modeling
Please let me know if there is any university (preferably close to NYC) which offers this. Any help would be much appreciated.
Thanks,
Pradeep

 

[Andy Nguyen]

These requirements are pretty steep for an one-month credit-bearing course. I doubt you would find any that meets the requirements but I'm interested in hearing any other local course that at least partially cover the topics.