Computational Finance - CO422
After this course, the students will:
- understand the basic concepts of quantitative finance and financial engineering;
- be aware of the major decision, hedging, and pricing problems in finance, know how to formulate these problems as mathematical models, and understand the computational techniques to solve the arising models.
Computational Optimisation - CO477
To develop a deeper understanding of optimal decision making models, algorithms and applications to engineering, finance, and machine learning. To provide an insight for algorithm design and formulation of decision models.