This course aims to equip you with standard and advanced simulation techniques and cover their applications in finance, including derivatives pricing and risk management. In this course, you will develop skills in modelling and simulating time series data, and based on which you will be able to devise solutions to quantitative finance problems.
| AUs | 4.0 AUs |
| Grade Type | |
| Prerequisite | MH2500, MH3511 |
| Not Available To Programme | |
| Not Available To All Programme With | |
| Not Available As BDE/UE To Programme | |
| Not Available As Core To Programme | |
| Not Available As PE To Programme | |
| Mutually Exclusive With | |
| Not Offered As BDE | |
| Not Offered As Unrestricted Elective | |
| Exam |
Total hours per week: 4 hrs
Available Indexes
| Mon | Tue | Wed | Thu | Fri | |
|---|---|---|---|---|---|
| 930 | |||||
| 1000 | |||||
| 1030 | |||||
| 1100 | |||||
| 1130 | |||||
| 1200 | |||||
| 1230 | |||||
| 1300 | |||||
| 1330 | |||||
| 1400 | |||||
| 1430 | |||||
| 1500 | |||||
| 1530 | |||||
| 1600 | |||||
| 1630 | |||||
| 1700 | |||||
| 1730 | |||||
| 1800 |
Other offerings
AY24/25
AY23/24
AY22/23