Excerpt from course description

Computational Methods

Introduction

This course covers advanced computational methods and their applications in finance and economics. These methods can be used for derivative pricing, asset pricing, macroeconomic simulation, and other pertinent applications in the industry, finance/economics academia, and central banks.

Course content

  • General numerical methods
  • Lattice/Tree method
  • Monte Carlo method
  • PDE approach in option pricing
  • Dynamic programming
  • Ethics and sustainability in quantitative finance

Disclaimer

This is an excerpt from the complete course description for the course. If you are an active student at BI, you can find the complete course descriptions with information on eg. learning goals, learning process, curriculum and exam at portal.bi.no. We reserve the right to make changes to this description.