Numerical Methods in Finance

Module code: EC7103

In this module you will study the key numerical techniques that underlie modern risk management. You will learn the C++ programming language, which you can use to solve risk problems during your degree.

Topics covered

  • Basic C++ programming
  • Declaration and use of functions
  • Creation and use of user-defined classes
  • Numerical integration
  • Numerical optimisation
  • Introduction to Monte Carlo methods
  • Introduction to software architecture

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