MFM 703 / Computational Finance I

1.5 unit(s)

Prerequisite(s): Must be enrolled in MFM program.

This course introduces the different types of data routinely produced by financial markets, including stock prices and derivatives prices, order books, and risk factors. Students are expected to become familiar with the computational techniques used to analyze and simulate financial data, as well as implement, calibrate, and validate models, including machine learning and other novel data analytics techniques.