Computation in Financial Mathematics (MATH4090)
Information valid for Semester 2, 2025
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
Lecture 2 Hours/ Week
Tutorial 1 Hour/ Week
2L1T
Incompatible
MATH7049 (co-taught, last offered 2022)
Prerequisite
MATH3090
Recommended prerequisite
MATH4091
Assessment methods
Assignments, examination
Course enquiries
Doctor Duy-Minh Dang (Semester 2, Regular, St Lucia, In person)
Dr Duy-Minh Dang
Current course offerings
| Course offerings | Location | Mode | Course Profile |
| Semester 2, 2025 (28/07/2025 - 22/11/2025) | St Lucia | In Person | Profile unavailable |
Please Note: Course profiles marked as not available may still be in development.
Course description
Introduction to computational methods in finance & applications. Topics from binomial trees, numerical solution of stochastic differential equations, and numerical solution of Black-Scholes like partial differential equations.
