Computation in Financial Mathematics (MATH4090)
Course level
Undergraduate
Faculty
School
Mathematics & Physics School
Units
2
Duration
One Semester
Class hours
2 Lecture hours
1 Tutorial hour
Incompatible
MN480
Prerequisite
MATH3090 or MN391
Recommended prerequisite
MATH4091or MS479
Assessment methods
Assignments & class participation
Course enquiries
Dr Joseph Grotowski (grotow@maths.uq.edu.au)
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.
