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- Advanced financial data analysis
- Asset pricing and inefficiency of markets
- Black-Scholes equation and PDEs
- Bootstrapping standard errors and confidence intervals
- Constant expected return model
- Constrained optimization methods
- Crank-Nicolson finite difference methods
- Estimating Greek letters and Value at Risk
- Estimation using simple linear regression
- Euler’s theorem, asset contributions to volatility
- Explicit finite difference method
- Financial instruments pricing
- FINC-Computational Finance Experience
- Fourier analysis: discrete Fourier transforms
- Generating random numbers and Monte-Carlo simulations
- Implicit finite difference method
- Introduction to portfolio theory
- linear combinations of random variables
- Linear function of random variables
- Market microstructure and trading
- Markowitz Algorithm using the solver and matrix algebra
- Master of Computational Finance
- Maximum likelihood estimation
- Numerical derivative and integration
- Numerical solution of system of nonlinear equations
- Portfolio theory with matrix algebra
- Quasi Monte-Carlo simulations
- Review of unconstrained optimization methods
- Statistical Analysis of Efficient Portfolios
- Statistics and financial data analysis
- Stochastic Differential Equations
- Stochastic interest rate models
- The constant expected return model
- The Single Index Model
- Unconstrained optimization methods
- Univariate random variables and distributions