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