Brief Course Description
1. Course Title:
Advanced Numerical Method
2. Language of Instruction:
Vietnamese
3. Course Code:
MAT508141
4. Credits:
3
5. Course Objectives:
The course provides general knowledge and skills in applying numerical methods and Python programming to solve fundamental mathematical models in mathematical finance, such as derivative approximation, integration, differential equations and stochastic differential equations, partial differential equations, and Monte Carlo simulation.
6. Brief Description of Course Content:
The course provides general knowledge and skills in applying numerical methods and Python programming to solve fundamental mathematical models in mathematical finance, such as derivative approximation, integral approximation, solving first-order differential equations and stochastic differential equations, finite difference methods for partial differential equations, Monte Carlo simulation, and Quasi Monte Carlo simulation.