35366 Numerical Methods of Finance
6cpSubject coordinator: Professor Eckhard Platen
This subject presents various numerical methods used in quantitative finance. It provides a rigorous understanding of advanced numerical, statistical and filtering methods. Emphasis is on simulation methods for solving stochastic differential equations and finite difference methods for partial differential equations.
Typical availability
Spring semester, City campus
Summer session, City campus
Fee information
2009 contribution for post-2008 Commonwealth-supported students: $520.25
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: $2,587.50
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.
