Instructor: Allanus Tsoi

Course Description:
The first half of the course deals with numerical optimization and computer simulation techniques, together with MATLAB programming as
our real life supporting tool. Then we will study both theoretical and applied topics which include portfolio management and option valuation, and discuss the corresponding MATLAB programs.

Textbook:
Title- Numerical Methods in Finance- A MATLAB-Based Introduction
Author- Paolo Brandimarte
Publisher: Wiley 2002

Pre-requisite: Basic probability theory. A little background of computer programming helps, but not a must.