Computational Finance - MATH
Kursusudbyder
Københavns Universitet
Lokation
- Copenhagen
Beskrivelse
The course gives the student a thorough introduction to computational finance.
We will cover some of the following subjects:
- Rudimentary low-level programming.
- Data and computational resources at Copenhagen University and beyond.
- Monte Carlo simulation techniques in option pricing: Variance reduction, diffusion (and possibly Levy) process simulation, American options, adjoint techniques.
- Numerical transform methods for option pricing.
- Numerical optimization and model calibration.
- Numerical methods for solving parabolic partial differential equations.
Det praktiske
Kursusudbyder
Lokation
- Copenhagen
Kursusudbyder kontaktinformationer
Kontakt studieadministrationen
E-mail: efteruddannelse@science.ku.dk
Tlf.:35 33 35 33
ECTS-point:
7,5
Om ECTS-point ECTS står for European Credit Transfer System. Det er et system, der kan benyttes til meritoverførsel inden for videregående uddannelser i udlandet eller i Danmark.
Undervisningssprog
Engelsk
Udbudt til
Efterår
Tilmeldingsfrist
19. marts 2025
Kursets uddannelsesniveau
Master/Kandidat
Kursets varighed og datoer
Kursusstart den 24. april 2025.
Forløb: April - juni.