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Home | Courses | Computational Finance
Course

Computational Finance


  • Teacher(s)
    -
  • Research field
    Finance
  • Dates
    Period 2 - Oct 25, 2021 to Dec 17, 2021
  • Course type
    Field
  • Program year
    Second
  • Credits
    3

Course description

This course is provided by our partner: See the UvA course catalogue. Please check the exact dates for this course and how to register. UvA course code 6314M0350Y

The following topics will be covered, along with their implementation in Python:

  • programming basics (control flow, data types, the Python ecosystem);
  • handling data (obtaining data, data-frames, regressions, plotting);
  • basics of risk management (Value at Risk);
  • derivatives pricing (binomial trees, Monte Carlo simulation, model calibration);
  • advanced topics in derivative pricing.

Course literature