- CS 522: Computational Methods for Finance (Graduate)
Computational finance is an interdisciplinary subject of probability theory, finance, and numerical analysis. The emphasis of this course is on computational methods and mathematical models for various derivative pricing and risk management problems. Standard as well as exotic derivatives on equities, indices, and interest rate will be introduced; different computational methods are used for their pricing and hedging.
Professor Name: Tibor Janosi
Department: Computer Science
University: Cornell University
http://www.cs.cornell.edu/Courses/cs522/2005sp/
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(Added: Aug 23, 2007 Hits: 575 Rating: 0.00 Votes: 0)
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- Econ 303a: Advanced Macroeconomics I
This course website if for graduate class for first-year PhD students. It includes links to lecture notes, practice problems, MATLAB computer programs and problem sets.
Language: English
http://people.brandeis.edu/~ghall/econ303/
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(Added: Mar 06, 2008 Hits: 382 Rating: 0.00 Votes: 0)
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- Computer Programs for Escape Dynamics
This site contains a set of MATLAB programs to simulate the escape dynamics described in `The Conquest of American Inflation' (Princeton University Press, 1999). The programs are very useful for promoting intuition about the random events and endogenous forces that promote the escape from Nash to Ramsey inflation.
Professor Name: Thomas J Sargent
Department: Economics
University: Stanford University
http://www.stanford.edu/~sargent/escape.html
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(Added: Aug 23, 2007 Hits: 172 Rating: 0.00 Votes: 0)
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- Monte Carlo Simulations using MATLAB
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| Description:
| This set of files shows some of the principles of Monte Carlo simulations, as applied in the financial industry.
The slides are in French and a copy in English is also available.
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| Target audience:
| Advanced undergraduate (3rd or 4th year)
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| Academic institution:
| N/A
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| Materials available:
| Downloadable code/data files
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| Products:
| Financial Toolbox,Optimization Toolbox,Statistics Toolbox
|
http://www.mathworks.com/matlabcentral/fileexchange/loadFile.do?objectId=17964&objectType=file
(Added: Jul 09, 2008 Hits: 11 Rating: 0.00 Votes: 0)
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