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Fri Feb 10 04:02:50 UTC 2023
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<html>
<head>
<title>
CSCI-6120 - Computational Finance
</title>
<meta property="og:title" content="CSCI-6120 - 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. Students cannot receive credit for both CSCI 4120 and CSCI 6120.">
Fri Feb 10 04:31:43 UTC 2023
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<link rel="stylesheet" href="../css/common.css">
<link rel="stylesheet" href="../css/coursedisplay.css">
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</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>
<input type="text" id="header-search" placeholder="Search..." onkeydown="prepSearch(this, event)">
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<div id="course-info-container">
<h1 id="name">
Computational Finance
</h1>
<h2 id="code">
CSCI-6120
</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. Students cannot receive credit for both CSCI 4120 and CSCI 6120.
</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-4120.html">CSCI-4120 Computational Finance</a>
</div>
</div>
<div id="prereq-container" class="rel-info-container">
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Prereqs:
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<span class="none-rect">
none
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Past Term Data
</h2>
Fri Feb 10 04:31:43 UTC 2023
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Offered
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Not Offered
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Offered as Cross-Listing Only
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No Term Data
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Simple View
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Detailed View
</label>
</div>
</div>
<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">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">
Computational Finance (4c)
</span>
<ul class="prof-list">
<li>Malik Magdon-Ismail</li>
</ul>
<span class="course-capacity">
Seats Taken: 10/50
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2021</th>
<td class="term spring not-offered">
</td>
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<th class="year">2020</th>
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<th class="year">2019</th>
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<th class="year">2018</th>
<td class="term spring not-offered">
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<td class="term fall offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
Computational Finance (4c)
</span>
<ul class="prof-list">
<li>Malik Magdon-Ismail</li>
</ul>
<span class="course-capacity">
Seats Taken: 10/0
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2017</th>
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<th class="year">2016</th>
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<th class="year">2015</th>
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<td class="term fall not-offered">
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<th class="year">2014</th>
<td class="term spring not-offered">
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<th class="year">2013</th>
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<th class="year">2012</th>
<td class="term spring not-offered">
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<th class="year">2011</th>
<td class="term spring not-offered">
</td>
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</td>
<td class="term fall not-offered">
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<tr>
<th class="year">2010</th>
<td class="term spring not-offered">
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<td class="term fall not-offered">
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<th class="year">2009</th>
<td class="term spring not-offered">
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<td class="term fall not-offered">
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<th class="year">2008</th>
<td class="term spring not-offered">
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<th class="year">2007</th>
<td class="term spring unscheduled">
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</td>
<td class="term fall not-offered">
</td>
</tr>
</tbody>
</table>
</div>
</div>
</body>
</html>
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