37003 Application of Numerical and Computational Approaches A
8cp; Attendance: 3hpw (workshops, on campus), online learningRequisite(s): 24 credit points of completed study in spk(s): STM91543 Core Subjects (Mathematics) OR 24 credit points of completed study in spk(s): STM91515 Core Subjects (M Quantitative Finance)
These requisites may not apply to students in certain courses. See access conditions.
Anti-requisite(s): 25871 Computational Methods and Model Implementation
Postgraduate
Description
Given the increasing complexity of financial markets, numerical and computational methods for solving quantitative finance problems have become essential to derive concrete insights from sophisticated financial models. This subject is the first of two capstone subjects which concentrate on developing practical skills for solving quantitative finance problems using numerical and computational techniques. In this subject, students will conceptualise and articulate a quantitative finance problem based on current industry examples and emerging industry trends and devise and execute a suitable theoretical and computational framework for solving the problem.
Detailed subject description.