Computational finance

Computational Finance is a branch of applied computer science that deals with problems of practical interest in finance. The Computational Finance & Risk Management (CFRM) program addresses the demand in the financial services industry for advanced quantitative computational finance competencies and next generation risk management skills. Students can get the best online services for Matlab Computational Finance Assignment help and Matlab Computational Finance Homework help. Our Matlab Computational Finance Online experts are available for instant help for Matlab Computational Finance assignments and projects.

We at Matlab Homework Experts provide such a wonderful service that the students can remain confident about the quality of assignments. Our team of experts includes enough number of experienced writers so that each student can score highest grades without any compromise. Our team of dedicated Computational finance experts help students solves Computational finance assessment case studies, Computational finance projects, Computational finance university papers etc. We have more than 1000 satisfied students in Computational finance. Our only aim is to provide 100% unique and completed solution to the students at very less prices.

  • 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