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ABOUT THE COURSE:
This course introduces the fundamental concepts of Computational Finance through an integrated approach involving finance theory, mathematical techniques, and programming. Students will explore topics such as pricing bonds and options, portfolio optimization, and the Black-Scholes model. Each week connects financial applications with core mathematical tools like linear algebra, numerical methods, and probability. Programming concepts and algorithms support practical understanding and help develop computational skills for solving real-world finance problems.
INTENDED AUDIENCE: Advanced Undergraduate / Postgraduate of Statistics, Finance, Economics, Engineering
PREREQUISITES: One course each in (1) probability and statistics, and (2) basic programming.
INDUSTRY SUPPORT: Industries: Banking & Financial Services, Analytics, BFS Group of IT Industry; Companies: Wells Fargo, Citibank, Bank of America, State Bank of India, HDFC, Morgan Stanley, JP Morgan
This course introduces the fundamental concepts of Computational Finance through an integrated approach involving finance theory, mathematical techniques, and programming. Students will explore topics such as pricing bonds and options, portfolio optimization, and the Black-Scholes model. Each week connects financial applications with core mathematical tools like linear algebra, numerical methods, and probability. Programming concepts and algorithms support practical understanding and help develop computational skills for solving real-world finance problems.
INTENDED AUDIENCE: Advanced Undergraduate / Postgraduate of Statistics, Finance, Economics, Engineering
PREREQUISITES: One course each in (1) probability and statistics, and (2) basic programming.
INDUSTRY SUPPORT: Industries: Banking & Financial Services, Analytics, BFS Group of IT Industry; Companies: Wells Fargo, Citibank, Bank of America, State Bank of India, HDFC, Morgan Stanley, JP Morgan
