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15 KiB
HTML
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CSCI-4120: Computational Finance
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<meta property="og:title" content="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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<h1 id="name">
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Computational Finance
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</h1>
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<h2 id="code">
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CSCI-4120
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</h2>
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<p>
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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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</p>
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<div id="cattrs-container">
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<span id="credits-pill" class="attr-pill">
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4 credits
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<div id="crosslist-title" class="rel-info-title">
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Cross-listed with:
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</div>
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<div id=crosslist-classes" class="rel-info-courses">
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<a class="course-pill" href="CSCI-6120">CSCI-6120 Computational Finance</a>
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</div>
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</div>
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<div id="prereq-container" class="rel-info-container">
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<div id="prereq-title" class="rel-info-title">
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Prereqs:
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</div>
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<div id="prereq-classes" class="rel-info-courses">
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<a class="course-pill" href="CSCI-2300">CSCI-2300 Introduction to Algorithms</a>
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</div>
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<h1 id="past-title">
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Past Term Data
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</h2>
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Offered
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<svg><use href="../icons.svg#circle-no"></use></svg>
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Not Offered
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Offered as Cross-Listing Only
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<svg><use href="../icons.svg#circle-empty"></use></svg>
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No Term Data
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<div id="control-panel">
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<label for="simple-view-input" id="simple-view-label" class="view-option-label">
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<span class="view-icon" id="simple-view-icon">
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<span class="view-icon-selected"><svg><use href="../icons.svg#circle-dot"></use></svg></span>
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</span>
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Simple View
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</label>
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<label for="detail-view-input" id="detail-view-label" class="view-option-label">
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<span class="view-icon" id="detail-view-icon">
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<span class="view-icon-selected"><svg><use href="../icons.svg#circle-dot"></use></svg></span>
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<span class="view-icon-unselected"><svg><use href="../icons.svg#circle-empty"></use></svg></span>
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</span>
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Detailed View
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</label>
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</div>
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</div>
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<table id="years-table">
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<thead>
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<tr>
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<th></th>
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<th class="spring season-label">Spring</th>
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<th class="summer season-label" colspan="2">Summer</th>
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<th class="fall season-label">Fall</th>
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</tr>
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<tr>
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<th colspan="2"></th>
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<th class="summer2 midsum-label">(Session 1)</th>
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<th class="summer3 midsum-label">(Session 2)</th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<th class="year">2024</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer unscheduled">
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</td>
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<td class="term fall unscheduled">
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</td>
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</tr>
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<tr>
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<th class="year">2023</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2022</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<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>
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</span>
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<ul class="prof-list">
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<li>Malik Magdon-Ismail</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 36/50
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2021</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2020</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2019</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2018</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<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>
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</span>
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<ul class="prof-list">
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<li>Malik Magdon-Ismail</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 9/0
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2017</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2016</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2015</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2014</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2013</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2012</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2011</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2010</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2009</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2008</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2007</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2006</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2005</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2004</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2003</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2002</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2001</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2000</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">1999</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">1998</th>
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<td class="term spring unscheduled">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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</tbody>
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</table>
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</div>
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</body>
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