Note: This is an archived Handbook entry from 2013.
|Dates & Locations:|| |
This subject is not offered in 2013.
|Time Commitment:||Contact Hours: 3 hours of classes per week plus 3 hours of seminars duringthe semester |
Total Time Commitment: Estimated total time commitment of 120 hours per semester
|Prerequisites:||Entry into the Master of Commerce (Finance)|
|Recommended Background Knowledge:||None|
|Non Allowed Subjects:|| |
FNCE40003 Numerical Techniques in Finance
|Core Participation Requirements:||
For the purposes of considering requests for Reasonable Adjustments under the Disability Standards for Education (Cwth 2005), and Students Experiencing Academic Disadvantage Policy, academic requirements for this subject are articulated in the Subject Description, Subject Objectives, Generic Skills and Assessment Requirements for this entry.
The University is dedicated to provide support to those with special requirements. Further details on the disability support scheme can be found at the Disability Liaison Unit website: http://www.services.unimelb.edu.au/disability/
ContactGraduate School of Business and Economics
Level 4, 198 Berkeley Street
Telephone: +61 3 8344 1670
|Subject Overview:||Numerical Techniques focuses on the theory and application of numerical methods for solving financial problems. The applications may include option valuation, value at risk, term structure modelling, portfolio simulation and optimization and capital budgeting. These applications motivate the study of matrix methods, the solutions of linear and nonlinear equations, interpolation and approximation methods, numerical integration and Monte Carlo methods. No prior programming experience is required as the principles of programming are covered.|
|Objectives:||On successful completion of this subject students should be able to: |
|Prescribed Texts:||You will be advised of prescribed texts by your lecturer.|
|Breadth Options:|| |
This subject is not available as a breadth subject.
|Fees Information:||Subject EFTSL, Level, Discipline & Census Date|
On successful completion of this subject, students should have improved the following generic skills:
|Notes:||Students may not gain credit for both FNCE900010 Numerical Techniques in Finance and FNCE40003 Numerical Techniques in Finance.|
Doctor of Philosophy - Business and Economics |
Master of Commerce - Finance
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