Computation in Financial Mathematics (MATH7049)

Information valid for Semester 2, 2013

Course level

Postgraduate Coursework

Faculty

Science

School

Mathematics & Physics School

Units

2

Duration

One Semester

Delivery mode

Internal

Class contact

2 Lecture hours, 1 Tutorial hour

Incompatible

MATH4090 or MN480

Prerequisite

Permission of Head of School

Assessment methods

Assignments & presentations

Course coordinator

Assoc Prof Bevan Thompson (hbt@maths.uq.edu.au) and Dr Jamie Alcock (j.alcock@uq.edu.au)

Current course offerings

Course offerings Location Mode Course Profile
Semester 2, 2018 St Lucia Internal Course Profile
Semester 2, 2019 St Lucia Internal 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.

Archived offerings

Course offerings Location Mode Course Profile
Semester 2, 2017 St Lucia Internal Course Profile
Semester 2, 2016 St Lucia Internal Course Profile
Semester 2, 2015 St Lucia Internal Course Profile
Semester 2, 2014 St Lucia Internal Course Profile
Semester 2, 2013 St Lucia Internal Course Profile
Semester 2, 2012 St Lucia Internal Course Profile
Semester 2, 2011 St Lucia Internal Course Profile
Semester 2, 2010 St Lucia Internal Course Profile
Semester 2, 2009 St Lucia Internal Course Profile