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Faculty of Science Mathematics & Statistics
Faculty of Science

Mathematics & Statistics

MFM 703, Fall 2018

Computational Finance I

Calendar Description

MFM 703 / Computational Finance I
1.5 unit(s)

Prerequisite(s): Must be enrolled in MFM program.

This course introduces the different types of data routinely produced by financial markets, including stock prices and derivatives prices, order books, and risk factors. Students are expected to become familiar with the computational techniques used to analyze and simulate financial data, as well as implement, calibrate, and validate models, including machine learning and other novel data analytics techniques.

Instructor: M. Grasselli

Up-to-date information presented in your classes

PLEASE REFER TO MOSAIC FOR THE MOST UP-TO-DATE INFORMATION ON TIMES AND ROOMS

This class is supported by DataCamp, the most intuitive learning platform for data science.

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McMaster University - Faculty of Science

Mailing Address

Department of Mathematics & Statistics
McMaster University

Hamilton Hall, Room 218
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4K1

Contact Information

Office Hours:
8:30 a.m. - 12:00 p.m.
1:00 p.m. - 4:30 p.m.
Telephone Inquiries:
+1 (905) 525-9140 ext.27034
Undergrad Email Inquiries:
undergrad@math.mcmaster.ca

McMaster University - Faculty of Science

Mailing Address

Department of Mathematics & Statistics
McMaster University

Hamilton Hall, Room 218
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4K1

Contact Information

Office Hours:
8:30 a.m. - 12:00 p.m.
1:00 p.m. - 4:30 p.m.
Telephone Inquiries:
+1 (905) 525-9140 ext.27034
Undergrad Email Inquiries:
undergrad@math.mcmaster.ca