MAT3104 Mathematical Modelling in Financial Economics
Pre-requisite: (MAT2100 and STA2300) or (MAT2500 and STA2300) or Students must be enrolled in the following Program: MSBN
This course begins by investigating models of economic activity and the financial and economic strategies which are used to stimulate economic activity. After this models of financial processes, such as equity prices, interest rates, bond yields, and so on are considered. Simulation models of such processes are developed and used in experiments using scripts written in R and scilab which are supplied on the course web page (students may choose whether to use R or scilab - it is not necessary to use both).