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CSCI-4120: Computational Finance
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< 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." >
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Computational Finance
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CSCI-4120
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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.
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4 credits
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Cross-listed with:
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< a class = "course-pill" href = "CSCI-6120.html" > CSCI-6120 Computational Finance< / a >
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Prereqs:
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< a class = "course-pill" href = "CSCI-2300.html" > CSCI-2300 Introduction to Algorithms< / a >
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Past Term Data
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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
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< 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 >
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< th colspan = "2" > < / th >
< th class = "summer2 midsum-label" > (Session 1)< / th >
< th class = "summer3 midsum-label" > (Session 2)< / th >
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< th class = "year" > 2023< / th >
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< td class = "term fall not-offered" >
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< th class = "year" > 2022< / th >
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Computational Finance (4c)
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< li > Malik Magdon-Ismail< / li >
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< span class = "course-capacity" >
Seats Taken: 36/50
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< th class = "year" > 2021< / th >
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< td class = "term fall not-offered" >
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Computational Finance (4c)
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< ul class = "prof-list" >
< li > Malik Magdon-Ismail< / li >
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< span class = "course-capacity" >
Seats Taken: 9/0
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< th class = "year" > 2017< / th >
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< td class = "term fall not-offered" >
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< td class = "term fall not-offered" >
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< td class = "term fall not-offered" >
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