SEEM4720/ ESTR4506

CodeCourse OfferingSEEM4720/ ESTR4506
TitleLong Course TitleComputational Finance計算金融學
OverviewLong Description In depth examination of numerical methods and their implementation for finance and risk management problems: Linear and Nonlinear Equation solutions, Unconstrained and constrained optimization, Monte Carlo Simulation, Finite difference for PDEs. Other related financial applications.數值方法及其在金融和風險管理的應用：線性及非線性方程式的求解、局限及不局限下的優化，蒙地卡羅模擬法，偏微積分方程中的有限差分。其他相關的金融應用。