Topic areas include portfolio optimization, derivatives pricing, global risk management, statistical arbitrage, and technical trading systems. Data is provided for the major equities, fixed-incomes, options, futures, and foreign exchange markets.
Students present, discuss, and critique aspects of their projects on a regular basis.
Prerequisites At least one of the above courses. There is currently no scheduling information for Topics in Computational Finance. It may be offered every other year or on an otherwise intermittent basis. If you have additional questions about how this course may apply to your degree program, please send e-mail to the CSE academic coordinator .