Course Information of PHYS 4060 - Computational Physics

Current / Most Recent Semester:

Spring 2014/15
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Instructor(s): CHEN Tian Wen
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Teaching Pattern:
  • duration of course: about 13 weeks
  • lecture hour(s) / laboratory hour(s) per week: 3 / 3
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    No. of Credit(s): 3
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    Content:
  • Numerical differentiation and integration
  • Ordinary differential equations
  • Stochastic processes and Monte Carlo methods
  • Diffusion equation and its application to stock option pricing
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    Remarks:
  • Prerequisite: COMP 1002
  • Corequisite: PHYS 3031
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