Computation in Financial Mathematics (MATH7049)
Information valid for Semester 2, 2022
Course level
Postgraduate Coursework
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Delivery mode
Internal
Class hours
2 Lecture hours
1 Tutorial hour
Incompatible
MATH4090 or MN480
Prerequisite
Permission of Head of School
Assessment methods
Exam, assignments & presentations
Course enquiries
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.
