Computational Finance

Course description

Content
High- and low-level programming of numerical solutions within quantitative finance theory. Monte Carlo techniques for financial products and models.

Prerequisites
Basic programming and knowledge of continuous-time finance theory. The course is based on a high theoretical level corresponding to a bachelor's degree in mathematics-economics.

Practical information

The course is offered as a single-subject course at the Faculty of Science. Single-subject courses typically run for seven to nine weeks with scheduled activities approx. one day per week.

You will be attending the course together with full-time students from the Faculty of Science, and you must meet various admission requirements. The course ends with an exam.

The number of places is limited, and they are allocated on a first-come, first-served basis, so do not delay your application!