Computation in Financial Mathematics. (MATH7049)

Information valid for Semester 2, 2022

Course level

Postgraduate Coursework

Faculty

Science

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

This course is no longer offered. Students should enrol in MATH4090 instead.

<b> 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.

Archived offerings

Course offerings Location Mode Course Profile
Semester 2, 2022 (25/07/2022 - 19/11/2022) St Lucia Internal Course Profile
Semester 2, 2022 (25/07/2022 - 19/11/2022) External External Course Profile
Semester 2, 2021 (26/07/2021 - 20/11/2021) St Lucia Internal Course Profile
Semester 2, 2021 (26/07/2021 - 20/11/2021) External External Course Profile
Semester 2, 2020 (03/08/2020 - 21/11/2020) St Lucia Flexible Delivery Course Profile
Semester 2, 2020 (03/08/2020 - 21/11/2020) External External Course Profile
Semester 2, 2019 (22/07/2019 - 16/11/2019) St Lucia Internal Course Profile
Semester 2, 2018 (23/07/2018 - 17/11/2018) St Lucia Internal Course Profile
Semester 2, 2017 (24/07/2017 - 18/11/2017) St Lucia Internal Course Profile
Semester 2, 2016 (25/07/2016 - 19/11/2016) St Lucia Internal Course Profile