35366 Numerical Methods of Finance
6cpRequisite(s): 25839 Mathematics of Finance
These requisites may not apply to students in certain courses. See access conditions.
Description
This subject presents various numerical methods used in quantitative finance. It provides a rigorous understanding of advanced numerical, statistical and filtering methods. Emphasis is on simulation methods for solving stochastic differential equations, their systematic application and their links to finite difference and other numerical methods.
Detailed subject description.
Fee information
Information to assist with determining the applicable fee type can be found at Understanding fees.
- Commonwealth-supported students: view subject fees at Fees Search: Commonwealth-supported
- Postgraduate domestic fee-paying students: fees are charged according to the course enrolled in; refer to Domestic Fees Search: Postgraduate and Research
- International students: fees are charged according to the course enrolled in; refer to International Fees Search
- Subject EFTSL: 0.125