BUS3900

Financial Computing

(IT)

P R Lajbcygier

6 points + One 2-hour lecture and one 1-hour tutorial per week + First semester, Clayton + Prohibitions: BUS5900

Synopsis: Computational techniques including exploratory data analysis, bootstrap, factor analysis, regression and Monte-Carlo simulation. Each technique is applied to a pertinent problem from finance. The financial problem domains studied include derivates, fixed income, equities and foreign exchange.

Assessment: Assignments: 20% + Tests: 20% + Examination (2 hours): 60% + Students must pass the examination in order to pass the subject.