MATH3311 Mathematical Computing for Finance

course handout MATH3311 is a Mathematics Level III course. See the course overview below.

Units of credit: 6

Prerequisites: MATH2120 or MATH2121 or MATH2130 or MATH2221, and MATH2501 or MATH2601 and 6 units of credit in Level II Statistics.

Cycle of offering: Yearly in Semester 2

Graduate attributes: The course will enhance your research, inquiry and analytical thinking abilities.

More information: This recent course handout (pdf) contains information about course objectives, assessment, course materials and the syllabus.

The Online Handbook entry contains up-to-date timetabling information.

If you are currently enrolled in MATH3311, you can log into UNSW Moodle for this course.

Course Overview

Ultimately, finance is concerned with making definite numerical recommendations which frequently can only be obtained by analysing sophisticated models using high-speed computers. This course studies the design, implementation and use of computer programs to solve practical mathematical problems of relevance to finance, insurance and risk management.