Computational methods in financial mathematics

  • What is the introduction to financial mathematics concepts and computational methods?

    Introduction to Financial Mathematics: Concepts and Computational Methods serves as a primer in financial mathematics with a focus on conceptual understanding of models and problem solving.
    It includes the mathematical background needed for risk management, such as probability theory, optimization, and the like..

  • The computational and mathematical finance concentration combines financial theory with a solid grounding in quantitative methods, as you will model and analyze the complexity of financial decisions under uncertainty.
Covering topics such as the Monte Carlo method, stochastic models, the binomial tree model, the theory of risk-neutral pricing, derivative pricing and the interpretation of random variables, you will learn how computational methods can be used to evaluate different financial scenarios.
Students are provided with both the mathematical foundations and the programming skills to analyse and price financial derivatives numerically.
This course is suitable if you want to have a grounding in the growing field of computational methods within financial mathematics. You are not expected to have 

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