FINM 32850

Case Studies for Computing in Finance

Autumn Quarter
Instructor: Cris Doloc
Syllabus

The discipline of
Computational Finance studies the use of financial data in the
context of the numerical algorithms required to model and process it.
The main
objective of this course is to introduce the participants to the field of
Computational Finance through real
-
worl
d “end
-
to
-
end” case studies.
The course will provide a comprehensive introduction to the domain of
financial Data Analytics and its Algorithmic processing, and it will provide
implementation examples that are representative of problems that practitioners
in finance have to solve.

The discipline of Computational Finance studies the use of financial data in the context of the numerical algorithms required to model and process it. The main objective of this course is to introduce the participants to the field of Computational Finance through real-world “end-to-end” case studies.

The course will provide a comprehensive introduction to the domain of financial Data Analytics and its Algorithmic processing, and it will provide implementation examples that are representative of problems that practitionersin finance have to solve.