mirror of
https://github.com/quatalog/site.git
synced 2024-11-30 18:42:56 +00:00
398 lines
15 KiB
HTML
398 lines
15 KiB
HTML
|
<!DOCTYPE html>
|
||
|
|
<html>
|
||
|
|
<head>
|
||
|
|
<title>
|
||
|
|
CSCI-4120: Computational Finance
|
||
|
|
</title>
|
||
|
|
<meta property="og:title" content="CSCI-4120: Computational Finance">
|
||
|
|
<meta property="og:description" content="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.">
|
||
|
|
<link rel="stylesheet" href="../css/common.css">
|
||
|
|
<link rel="stylesheet" href="../css/coursedisplay.css">
|
||
|
|
<link rel="stylesheet" href="../css/themes.css">
|
||
|
|
<link rel="shortcut icon" href="../favicon/quatalogIcon.png">
|
||
|
|
<link rel="icon" href="../favicon/favicon.ico">
|
||
|
|
<link rel="apple-touch-icon" sizes="180x180" href="../favicon/apple-touch-icon.png">
|
||
|
|
<link rel="icon" type="image/png" sizes="32x32" href="../favicon/favicon-32x32.png">
|
||
|
|
<link rel="icon" type="image/png" sizes="16x16" href="../favicon/favicon-16x16.png">
|
||
|
|
<link rel="manifest" href="../favicon/site.webmanifest">
|
||
|
|
<script src="../js/fuse.js"></script>
|
||
|
|
<script src="../js/search_helper.js"></script>
|
||
|
|
</head>
|
||
|
|
<body class="search_plugin_added">
|
||
|
|
<div id="qlog-header">
|
||
|
|
<a id="qlog-wordmark" href="../"><svg><use href="../images/quatalogHWordmark.svg#QuatalogHWordmark"></use></svg></a>
|
||
|
|
<form onsubmit="search_helper(event)">
|
||
|
|
<input type="text" id="search" class="header-search" placeholder="Search...">
|
||
|
|
</form>
|
||
|
|
</div>
|
||
|
|
<div id="cd-flex">
|
||
|
|
<div id="course-info-container">
|
||
|
|
<h1 id="name">
|
||
|
|
Computational Finance
|
||
|
|
</h1>
|
||
|
|
<h2 id="code">
|
||
|
|
CSCI-4120
|
||
|
|
</h2>
|
||
|
|
<p>
|
||
|
|
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.
|
||
|
|
</p>
|
||
|
|
<div id="cattrs-container">
|
||
|
|
<span id="credits-pill" class="attr-pill">
|
||
|
|
4 credits
|
||
|
|
</span>
|
||
|
|
</div>
|
||
|
|
<div id="crosslist-container">
|
||
|
|
<div id="crosslist-title" class="rel-info-title">
|
||
|
|
Cross-listed with:
|
||
|
|
</div>
|
||
|
|
<div id=crosslist-classes" class="rel-info-courses">
|
||
|
|
<a class="course-pill" href="CSCI-6120">CSCI-6120 Computational Finance</a>
|
||
|
|
</div>
|
||
|
|
</div>
|
||
|
|
<div id="prereq-container" class="rel-info-container">
|
||
|
|
<div id="prereq-title" class="rel-info-title">
|
||
|
|
Prereqs:
|
||
|
|
</div>
|
||
|
|
<div id="prereq-classes" class="rel-info-courses">
|
||
|
|
<a class="course-pill" href="CSCI-2300">CSCI-2300 Introduction To Algorithms</a>
|
||
|
|
</div>
|
||
|
|
</div>
|
||
|
|
</div>
|
||
|
|
<div id="past-container">
|
||
|
|
<h1 id="past-title">
|
||
|
|
Past Term Data
|
||
|
|
</h2>
|
||
|
|
<input type="radio" id="simple-view-input" name="view-select" value="simple" checked="checked">
|
||
|
|
<input type="radio" id="detail-view-input" name="view-select" value="detailed">
|
||
|
|
<div id="opt-container">
|
||
|
|
<div id="key-panel">
|
||
|
|
<div id="yes-code" class="key-code">
|
||
|
|
<span class="code-icon" id="yes-code-icon">
|
||
|
|
<svg><use href="../icons.svg#circle-check"></use></svg>
|
||
|
|
</span>
|
||
|
|
Offered
|
||
|
|
</div>
|
||
|
|
<div id="no-code" class="key-code">
|
||
|
|
<span class="code-icon" id="no-code-icon">
|
||
|
|
<svg><use href="../icons.svg#circle-no"></use></svg>
|
||
|
|
</span>
|
||
|
|
Not Offered
|
||
|
|
</div>
|
||
|
|
<div id="diff-code" class="key-code">
|
||
|
|
<span class="code-icon" id="diff-code-icon">
|
||
|
|
<svg><use href="../icons.svg#circle-question"></use></svg>
|
||
|
|
</span>
|
||
|
|
Offered as Cross-Listing Only
|
||
|
|
</div>
|
||
|
|
<div id="nil-code" class="key-code">
|
||
|
|
<span class="code-icon" id="nil-code-icon">
|
||
|
|
<svg><use href="../icons.svg#circle-empty"></use></svg>
|
||
|
|
</span>
|
||
|
|
No Term Data
|
||
|
|
</div>
|
||
|
|
</div>
|
||
|
|
<div id="control-panel">
|
||
|
|
<label for="simple-view-input" id="simple-view-label" class="view-option-label">
|
||
|
|
<span class="view-icon" id="simple-view-icon">
|
||
|
|
<span class="view-icon-selected"><svg><use href="../icons.svg#circle-dot"></use></svg></span>
|
||
|
|
<span class="view-icon-unselected"><svg><use href="../icons.svg#circle-empty"></use></svg></span>
|
||
|
|
</span>
|
||
|
|
Simple View
|
||
|
|
</label>
|
||
|
|
<label for="detail-view-input" id="detail-view-label" class="view-option-label">
|
||
|
|
<span class="view-icon" id="detail-view-icon">
|
||
|
|
<span class="view-icon-selected"><svg><use href="../icons.svg#circle-dot"></use></svg></span>
|
||
|
|
<span class="view-icon-unselected"><svg><use href="../icons.svg#circle-empty"></use></svg></span>
|
||
|
|
</span>
|
||
|
|
Detailed View
|
||
|
|
</label>
|
||
|
|
</div>
|
||
|
|
</div>
|
||
|
|
<table id="years-table">
|
||
|
|
<thead>
|
||
|
|
<tr>
|
||
|
|
<th></th>
|
||
|
|
<th class="spring season-label">Spring</th>
|
||
|
|
<th class="summer season-label" colspan="2">Summer</th>
|
||
|
|
<th class="fall season-label">Fall</th>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th colspan="2"></th>
|
||
|
|
<th class="summer2 midsum-label">(Session 1)</th>
|
||
|
|
<th class="summer3 midsum-label">(Session 2)</th>
|
||
|
|
<th></th>
|
||
|
|
</tr>
|
||
|
|
</thead>
|
||
|
|
<tbody>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2024</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2023</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2022</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall offered">
|
||
|
|
<div class="view-container detail-view-container">
|
||
|
|
<span class="term-course-info">
|
||
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202209&subj_in=CSCI&crse_in=4120&schd_in=">Computational Finance (4c)</a>
|
||
|
|
</span>
|
||
|
|
<ul class="prof-list">
|
||
|
|
<li>Malik Magdon-Ismail</li>
|
||
|
|
</ul>
|
||
|
|
<span class="course-capacity">
|
||
|
|
Seats Taken: 36/50
|
||
|
|
</span>
|
||
|
|
</div>
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2021</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2020</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2019</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2018</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall offered">
|
||
|
|
<div class="view-container detail-view-container">
|
||
|
|
<span class="term-course-info">
|
||
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201809&subj_in=CSCI&crse_in=4120&schd_in=">Computational Finance (4c)</a>
|
||
|
|
</span>
|
||
|
|
<ul class="prof-list">
|
||
|
|
<li>Malik Magdon-Ismail</li>
|
||
|
|
</ul>
|
||
|
|
<span class="course-capacity">
|
||
|
|
Seats Taken: 9/0
|
||
|
|
</span>
|
||
|
|
</div>
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2017</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2016</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2015</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2014</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2013</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2012</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2011</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2010</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2009</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2008</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2007</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2006</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2005</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2004</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2003</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2002</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2001</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">2000</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">1999</th>
|
||
|
|
<td class="term spring not-offered">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
<tr>
|
||
|
|
<th class="year">1998</th>
|
||
|
|
<td class="term spring unscheduled">
|
||
|
|
</td>
|
||
|
|
<td colspan="2" class="term summer not-offered">
|
||
|
|
</td>
|
||
|
|
<td class="term fall not-offered">
|
||
|
|
</td>
|
||
|
|
</tr>
|
||
|
|
</tbody>
|
||
|
|
</table>
|
||
|
|
</div>
|
||
|
|
</div>
|
||
|
|
</body>
|
||
|
|
</html>
|