Nov 27, 2024  
2018-2019 Graduate Studies Bulletin 
    
2018-2019 Graduate Studies Bulletin [ARCHIVED BULLETIN]

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CSC 264 - Computational Finance


Semester Hours: 3
Periodically
This course involves the design and analysis of advanced algorithms and computer programming environments needed for quantitative analysis and financial problem solving as applied to computational financial modeling, econometric modeling and data analysis. The course draws on concepts from microeconomics, finance, mathematical optimization, data analysis, probability models, statistical analysis, and econometrics.  Emphasis will be given to in-depth understanding of concepts and algorithms.

Prerequisite(s)/Course Notes:
CSC 204 . Credit given for this course or CSC 164, not both.





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