MATH4033

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

Workload

Workload not available

Modules

Modules not available