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AY2023/2024 Semester 1
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 |
| Categories | Core |
| Exam |
| Mon | Tue | Wed | Thu | Fri | |
|---|---|---|---|---|---|
| 930 | |||||
| 1000 | |||||
| 1030 | |||||
| 1100 | |||||
| 1130 | |||||
| 1200 | |||||
| 1230 | |||||
| 1300 | |||||
| 1330 | |||||
| 1400 | |||||
| 1430 | |||||
| 1500 | |||||
| 1530 | |||||
| 1600 | |||||
| 1630 | |||||
| 1700 | |||||
| 1730 | |||||
| 1800 |
| Mon | Tue | Wed | Thu | Fri | |
|---|---|---|---|---|---|
| 1030 | COMMON LEC (LE) 1030-1220 Thu SPMS-LT5 | ||||
| 1100 | |||||
| 1130 | |||||
| 1200 | |||||
| 1230 | |||||
| 1300 | |||||
| 1330 | |||||
| 1400 | |||||
| 1430 | COMMON LEC (LE) 1430-1520 Thu SPMS-LT5 | ||||
| 1500 | |||||
| 1530 | 70315 TUT (T) 1530-1620 Thu SPMS-LT5 | ||||
| 1600 |
