Revised Oct 15, 2015

CS 335: Computational Methods in Business and Finance


General description

This course introduces the use of computational methods in business and finance. Students learn to apply basic algorthims and to recognize common pitfalls.

Logistics

Audience

Normally available

Related courses

For official details, see the UW calendar.

Software/hardware used

Typical reference(s)

Required preparation

At the start of the course, students should be able to

Learning objectives

At the end of the course, students should be able to

Typical syllabus

Introduction to floating-point computation (3) hours

Introduction to MATLAB (3) hours

Interpolation (3) hours

Portfolio optimization (8) hours

Contingent-claims valuation (8) hours

Solution of nonlinear equations (3) hours

Monte Carlo methods (8) hours

 


Campaign Waterloo

David R. Cheriton School of Computer Science
University of Waterloo
Waterloo, Ontario, Canada N2L 3G1

Tel: 519-888-4567 x33293
Fax: 519-885-1208

Contact | Feedback: cs-webmaster@cs.uwaterloo.ca | David R. Cheriton School of Computer Science | Faculty of Mathematics


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