Komputasi Keuangan

(Financial Computation)

Financial computation is the result of the interaction between three disciplines:

financial economics (especially asset pricing), computer science (especially
algorithms and software design), and mathematics (especially statistics and
stochastic processes, which are often not considered parts of mathematics).
Silabus:
Sets the stage and surveys the evolution of computer technology. Introduces
algorithm analysis and measures of complexity. Standard financial mathematics,
starting from the time value of money. The important concepts of duration and
convexity. The static term structure of interest rates. Stochastic models with
coverage of statistical inference. Options and derivatives.
Pustaka:
Higham, D.J., 2004, An Introduction to Financial Option Valuation: Mathematics,
Stochastics and Computation, Cambridge University Press. UK.

Yuh Dauh Lyuu, 2004, Financial Engineering & Computation: Principles,

Mathematics, Algorithms, Cambridge University Press. UK.