Computation in Financial Mathematics (MATH4090)
Information valid for Semester 2, 2024
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Attendance mode
In Person
Class hours
Lecture 2 Hours/ Week
Tutorial 1 Hour/ Week
2L1T
Incompatible
MATH7049 (co-taught).
Prerequisite
MATH3090 or MN391
Recommended prerequisite
MATH4091or MS479
Assessment methods
Assignments, examination
Course enquiries
Dr Duy-Minh Dang
Current course offerings
| Course offerings | Location | Mode | Course Profile |
| Semester 2, 2024 (22/07/2024 - 18/11/2024) | St Lucia | In Person | Profile unavailable |
Please Note: Course profiles marked as not available may still be in development.
Course description
Introduction to computational methods in finance & applications. Topics from binomial trees, numerical solution of stochastic differential equations, and numerical solution of Black-Scholes like partial differential equations.
