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

Description

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.

Typical availability

Summer session


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.