25835 Computational Finance

Faculty of Business: Finance and Economics
Credit points: 6 cp

Subject level: Postgraduate

Result Type: Grade and marks

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.

Handbook description

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++.