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 Â and CSCI 6120.
| Spring | Summer | Fall | ||
|---|---|---|---|---|
| (Session 1) | (Session 2) | |||
| 2023 | ||||
| 2022 |
Computational Finance (4c)
|
|||
| 2021 | ||||
| 2020 | ||||
| 2019 | ||||
| 2018 |
Computational Finance (4c)
|
|||
| 2017 | ||||
| 2016 | ||||
| 2015 | ||||
| 2014 | ||||
| 2013 | ||||
| 2012 | ||||
| 2011 | ||||
| 2010 | ||||
| 2009 | ||||
| 2008 | ||||
| 2007 | ||||