Monte Carlo Methods for Financial Applications, 7.5 Credits
The course is discontinued
Swedish name: Monte Carlo-metoder för finansiella tillämpningar
This syllabus is valid: 2008-09-01
and until further notice
Course code: 5MA075
Credit points: 7.5
Education level: Second cycle
Main Field of Study and progress level:
Mathematics: Second cycle, has only first-cycle course/s as entry requirements
Grading scale: TH teknisk betygsskala
Responsible department: Department of Mathematics and Mathematical Statistics
Established by: Faculty Board of Science and Technology, 2015-12-22
Required Knowledge
Univ: Courses in Linear algebra and Statistics for EngineersEnglish proficiency equivalent to IELTS Academic Training minimum score 5.0 with no individual score below 4.5 (Tests taken before January 2005 not admissible or TOEFL minimum score 500 on paper based test and not below 4.0 on the TWE, Alternatively 173 on computer based test with iBT61 is also required as well as basic entrance requirements for higher studies in Swedish language proficiency if the course in taught in Swedish.
Literature
The literature list is not available through the web.
Please contact the faculty.
