Goal of this note is to teach an
introduction relevant for computer scientists, which may be both broader and
shallower than traditional Computational Finance. Topics coverted includes: Derivatives, Time
Series Analysis, Trading, Investment Strategies, Fundamentals of Investing,
Stocks vs. Bonds, Financial Markets, Common Stocks, Stock Prices.
The objective of this note is to impart knowledge and skills
about concept, theories, policies and techniques in financial management so
that these can be applied in taking rational business and financial
The aim of this note is that the students develop an understanding of
the main implications of increasing integration of the world economy. This note will be divided in two
sections. The first section will be more like a traditional lecture class and
will focus on theoretical models and empirical facts. The second section will be
more like a seminar course with presentations by students and wide discussion on
topics in international finance and international macroeconomics.
This note covers the following
topics: The First Option Trade, The Black-Scholes Equation, The Risk Neutral
World, Monte Carlo Methods, The Binomial Model, Derivative Contracts on
non-traded Assets and Real Options, Discrete Hedging, Derivative Contracts on
non-traded Assets and Real Options, Discrete Hedging, Jump Diffusion, Regime
Switching, Mean Variance Portfolio Optimization.
This lecture note explains the following topics: Modelling Financial Options,
Random Numbers, Uniform Deviates, Fibonacci Generators , Random Numbers from
Other Distributions, Normal Deviates, Sequences of Numbers with Low Discrepancy,
Monte Carlo Methods, Constructing Integrators for SDEs, Monte Carlo Methods for
European Options, Monte Carlo Methods for American Options, Finite-Difference
Methods for American Vanilla Options.
This course introduces ideas and
techniques that form the foundations of theory of finance. Topics covered
includes: Individual decision making, Game Theory, Economics of Information,
Market Microstructure, Choice Under Uncertainty, Equilibrium and Efficiency,
Financial Markets, Mean Variance Analysis.
This note covers the following topics: Financial Statements in
Financial Analysis, Corporate Financial Risk Measures, Corporate Financial
Planning, Taxation and Investment Returns, The Mathematics of Finance, Fixed
Income Securities and Debt Markets, Equity Securities and Equity Markets,
Business Investments, Cost of Capital and Corporate Performance Evaluation.
This course note covers the key
quantitative methods of finance: financial econometrics and statistical
inference for financial applications, dynamic optimization, Monte Carlo
simulation, stochastic calculus. These techniques, along with their
computer implementation, are covered in depth.
This note is designed to familiarize students
with international financial transactions and Operational aspects of foreign
exchange markets. One of the major objectives of developing this course note
has been to bring in the recent happenings in international finance arena. It
focus more on the practical aspects of international finance in conjunction to
This book covers the following
topics: What Society does for the Laborer, Capital and Labor, Starvation
Wages, One Dollar, Value cannot be given by Government, The Value of Paper
Money, Why has the Greenback any Value, The Mystery of Money, Evil of a
Depreciating Currency: A Few Facts, The Lessons of History, The Public Faith,
The Cause and the Remedy.