University of Technology Sydney

37003 Computational Methods and Model Implementation

8cp
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

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. 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.