# Computational Finance

## CSCI-4120

Introduction to the computational and mathematical techniques for practical financial applications. The course will emphasize the algorithmic side of finance. Topics will be selected from pricing (options and derivatives), trading, risk-evaluation, selfish agents, sequential decisions, and portfolio optimization. Examples of the mathematical and algorithmic techniques covered are martingale measures, risk-neutral pricing and Monte Carlo, dynamic programing, and stochastic processes.

4 credits
Cross-listed with:
CSCI-6120 Computational Finance
Prereqs:
CSCI-2300 Introduction To Algorithms

# Past Term Data
Offered
Not Offered
Offered as Cross-Listing Only
No Term Data
Simple View
Detailed View

| Spring | Summer | Fall
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| (Session 1) | (Session 2) |
2026 |  |  |
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2022

Computational Finance (4c)

- Malik Magdon-Ismail

Seats Taken: 36/50

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2018

Computational Finance (4c)

- Malik Magdon-Ismail

Seats Taken: 9/0

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