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25853 Computational Methods and Model Implementation

6cp
Requisite(s): 25849 Financial Risk Management AND 25850 Credit Risk AND 25857c Interest Rate Modelling
The lower case 'c' after the subject code indicates that the subject is a corequisite. See definitions for details.
These requisites may not apply to students in certain courses. See access conditions.

Description

This subject develops skills to solve computational problems arising in quantitative finance. It investigates solutions for risk management, derivatives pricing, equity and yield curve analysis, focusing on model implementation and calibration to market data. Models are implemented on a Microsoft Excel platform (including Visual Basic) and in C++.


Detailed subject description.

Fee information

Information to assist with determining the applicable fee type can be found at Understanding fees.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.