University of Technology, Sydney

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25874 Numerical Methods in Finance

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

Postgraduate

Description

The subject covers the theoretical and practical aspects of numerical methods for pricing and hedging options. There is a strong emphasis on programming, with students learning how to implement the various techniques themselves.


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.