This course aims at giving the basic knowledge of computational finance and numerical option pricing. Material span from basic R programming to financial advanced time series estimation. Basic numerical differentiation and Monte Carlo analysis. Basic stochastic models simulation and numerical option pricing.
Expected learning outcomes
Lesson period: Second trimester
(In case of multiple editions, please check the period, as it may vary)
Syllabus * Basic and advanced R programming * Introduction to explorative data analysis for financial time series * Basics of Monte Carlo simulation * Basics of numerical differentiation * European option pricing * American option pricing