Faculty/Academic Area: Faculty of Science
Department: Mathematics
Campus: Waterloo
Employee Group: WLUFA
Requisition ID: 8260
Position Title: MA471-MA671 Computational Methods in Finance (Winter 2025)
Term: Winter 2025 (Jan 1 - April 30)
Days/Times: Mon, Wed 5:30-6:50 PM
Hours per week/Hours Total: 36
Type of Course: In-person, on-campus
Anticipated Class Size: 40
Additional Course Requirements: None
Posted on: May 30th 2024
Posting ends: June 14th 2024
Position Summary: Course Instructor: MA471-MA671
Numerical methods used in financial engineering and risk management, including numerical solutions of ordinarily differential equations, finite difference methods, numerical optimization, Monte Carlo and quasi-Monte Carlo methods, numerical solutions of stochastic differential equations, fast Fourier and other discrete transform methods. The computational methods are illustrated with the use of programming languages such as MAPLE, MATLAB and VBA.
MA471-MA671 are taught concurrently
Qualifications - Required: PhD in Mathematics, Statistics or Applied Mathematics
Qualifications - Discipline: PhD in Mathematics, Statistics or Applied Mathematics
Qualifications - Areas of Specialization: Quantitative Finance
Qualifications - Other: Ability to prepare course documents using LaTeX. Senior PhD Student in quantitative finance or equivalent professional qualifications.
Salary: $ 9,206.40
Application Deadline: June 14th 2024
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