BUS5900

Advanced computational finance

(IT)

P R Lajbcygier

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

Synopsis: The application of computing technology to the solution of practical problems in investments/finance is taught in this subject. Shares, options and futures are covered, however the emphasis is on the application of computing to finance using packages such as SAP and Excel. Students interested in pursuing a career in computing in combination with finance/accounting will find the subject very useful.

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