MATH5335 Computational Methods for Finance

MATH5335 is a Honours and Postgraduate Coursework Mathematics course. See the course overview below.

Units of credit: 6

Prerequisites: No formal prerequisites, but a knowledge of linear algebra, differential equations and statistics plus some computing experience is assumed.

Exclusions: MATH3311

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 MATH5335, 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.