MATH4033
Computational Finance 金融计算
Statistics · DST · Major Elective Courses · 3 Units
Course Descriptions
To introduce computational methods for problems in finance, including the computation of market indicators and option prices. The market indicators include stock and option indices. The option prices are based on the Black-Scholes model. Finite difference methods, Monte Carlo Methods and Binomial Tree Methods will be introduced.
Prerequisite
STAT2003 Advanced Statistics
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