University of Technology Sydney

37006 Numerical Methods in Finance

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.

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.