Computation in Financial Mathematics (MATH7049)
Information valid for Semester 2, 2013
Course level
Postgraduate Coursework
Faculty
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, 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, 2018 | St Lucia | Internal | 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 |