Microcredential — Numerical Methods for Computational Finance

During the EUNICE Microcredential in Numerical Methods for Computational Finance: Pricing Derivatives with MATLAB , students will learn how financial derivatives are priced, from analytical models to advanced computational methods, and implement professional pricing tools in MATLAB.

The content of the course consists of four units:

1. Introduction: Financial Derivatives and the Pricing Problem
2. Stochastic Modeling with Stochastic Differential Equations and Simulation
3. Numerical Methods for PDE-Based Pricing
4. MATLAB Implementation and Case Studies

Online self-study classes.

• Knowledge of differential and integral calculus, basic probability.
• Programming: some previous programming in any language. No MATLAB experience is required.
• Targeted to people of any study level and to practising professionals.
• B2 level of English.

Study Level: Admin/tech Staff, Bachelor, Master, PhD, Professionals, Teachers/Researchers

• Submit your application via the button ‘Apply Now’.
• Please keep in mind that the number of participants could be limited for each course. Application does not guarantee enrolment in the course.
• Application Results:
  • After the applications deadline and before the start date of the course, applicants will receive an email informing them of the outcome of their application: accepted, rejected, or placed on the waiting list.
  • Selection will be based on the prerequisites specified in the study guide, the suitability of the applicant’s profile according to the instructors’ criteria, and the order in which applications were submitted.
  • Queries can be directed to: eunice@unican.es
• Payment Method:
  • Microcredentials are FREE for the EUNICE Community (students enrolled and staff in the ten partner universities).
  • External participants who are accepted onto a course will receive an individual email with payment instructions. They will be charged the fee specified for each course.

Microcredentials are FREE for the EUNICE Community (students enrolled and staff in the ten partner universities).