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Simulation Techniques In Finance

Current offering — AY2025/2026 Semester 2

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.

AUs4.0 AUs
Grade Type
PrerequisiteMH2500, 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

MonTueWedThuFri
930
1000
1030
1100
1130
1200
1230
1300
1330
1400
1430
1500
1530
1600
1630
1700
1730
1800

Other offerings

AY24/25
Semester 1Semester 2Sp. Term
AY23/24
Semester 1Semester 2Sp. Term
AY22/23
Semester 1Semester 2Sp. Term

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