University of Technology, Sydney

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25871 Computational Methods and Model Implementation

8cp
There are course requisites for this subject. See access conditions.

Postgraduate

Description

This subject develops practical 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, estimation and calibration to market data. Models are implemented in a spreadsheet application and in an industry-standard, non-proprietary programming language using object-oriented and generic programming features. There is a research project component to the subject which is undertaken as an assessment task.


Detailed subject description.

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.