BUS5900

Advanced financial computing

(IT)

P R Lajbcygier

6 points + 2-hour lecture and 1-hour tutorial per week + First semester + Clayton

Synopsis: Exploratory data analysis for financial problems, bootstrap for financial data and regression for financial problems. Real finance data studied includes derivatives, fixed income, equities and foreign exchange data. Each computational/systems technique isapplied to a real problem using real data.

Assessment: Examination (3 hours): 60% + Assignments: 40% + Students must pass the examination in order to pass the subject