| Course Code | Course Name | Credits | Hours |
|---|---|---|---|
| AB03042 | Financial Engineering and Computing(II) | 3.0 | 3 |
| Description | This course will still focus on the methods for derivatives pricing and hedging, such as the evaluation of stock and interest rate options. For implementation purposes associated with the concepts introduced, such as the tree structure and Monte Carlo simulation, two programming languages for computation will be provided: C (or C++ ) and Matlab. | ||