25835 Computational Finance
6cp
Requisite(s): 25832 Financial Markets Instruments AND 25834 Portfolio Analysis
These requisites may not apply to students in certain courses.
There are also course requisites for this subject. See access conditions.
Postgraduate
This subject develops skills to solve computational problems arising in quantitative finance. It investigates solutions for portfolio management, derivatives pricing, equity and yield curve analysis. It also examines basic concepts of procedural and object-oriented programming, and develops the application skills of these concepts to financial problems in Visual Basic/Excel and in C++.
2007 contribution for post-2004 Commonwealth-supported students: $889.75
2007 amount for undergraduate domestic fee-paying students: $2,280.00
Subject EFTSL: 0.125
Note: The above fees are applicable in 2007 for Commonwealth-supported students who commenced after 2004 and domestic fee-paying undergraduate students only. Pre-2005 Commonwealth-supported students should consult the
Student contribution charges for Commonwealth supported students webpage.
Not all students are eligible for Commonwealth supported places, and not all subjects are available to Commonwealth supported students. Domestic fee-paying students and international students should refer to the
Fees webpage.
Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at
Access conditions and My Student Admin.