COMP7390 Algorithms for Financial Information Systems (3 units)
- Postgraduate student standing and basic knowledge in probability and statistics
This course is to introduce algorithms in financial markets. Interest rates, term structure, bonds, and bond markets will be studied. Factors affecting bond price volatility will be discussed. In addition, financial market mechanics such as stocks, options, and futures will be covered. Basic algorithms of hedging and trading strategies using options and futures will be examined. Hands-on computer techniques for these calculations will be given.
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