Certificate Course


Mathematical and Computational Methods


Finance and Economics

This course introduces computational methods for commercial and financial problems. Though the text for all mathematical arguments is supplied in full, the emphasis is on the development of useful software in C++. The course fee includes a complete set of notes and gives students access to the school's computer laboratory.


Course Content
  1. Financial Mathematics
  2. Numerical Methods
  3. Derivative Securities
  4. Probability
  5. A Model of the Behaviour of Stock Prices
  6. Forward and Futures Prices
  7. The Black-Scholes Analysis

Timetable and Enrollment Forms


For further information contact Prof C.M. Villet