37006 Numerical Methods in Finance8cp
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): 25874 Numerical Methods in Finance
The subject covers the theoretical and practical aspects of numerical methods for pricing and hedging options. There is a strong emphasis on programming, with students learning how to implement the various techniques themselves.
Detailed subject description.