37003 Computational Methods and Model Implementation8cp
Requisite(s): 24 credit points of completed study in spk(s): STM91543 Core Subjects (Mathematics)
These requisites may not apply to students in certain courses. See access conditions.
Anti-requisite(s): 25871 Computational Methods and Model Implementation
This is a hands-on subject that develops practical skills for solving computational problems in quantitative finance. The topics covered include risk management, derivatives pricing and yield curve analysis. The focus is on writing software for model implementation, statistical estimation and model calibration. Working solutions are developed using Excel and Python.
Detailed subject description.