25835 Computational Finance
6cpRequisite(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++.
Detailed subject description.
Fee information
2009 contribution for post-2008 Commonwealth-supported students: $1,084.62
Note: Students who commenced prior to 1 January 2008 should consult the Student contribution charges for Commonwealth supported students
Not all students are eligible for Commonwealth Supported places.
2009 amount for undergraduate domestic fee-paying students: $2,425.00
Note: Fees for Postgraduate domestic fee-paying students and international students are charged according to the course they are enrolled in. Students should refer to the Annual Fees Schedule.
Subject EFTSL: 0.125Access conditions
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.
