• Graduate Program
    • Why study Business Data Science?
    • Research Master
    • Admissions
    • Course Registration
    • Facilities
    • PhD Vacancies
  • Summer School
  • Research
  • News
  • Events
    • Events Calendar
    • Events archive
    • Tinbergen Institute Lectures
    • Summer School
      • Deep Learning
      • Economics of Blockchain and Digital Currencies
      • Foundations of Machine Learning with Applications in Python
      • Machine Learning for Business
      • Marketing Research with Purpose
      • Sustainable Finance
      • Tuition Fees and Payment
      • Tinbergen Institute Summer School Program
    • Annual Tinbergen Institute Conference archive
  • Alumni
  • Magazine
Home | Courses | Computational Finance (UvA, course code 6314M0350Y)
Course

Computational Finance (UvA, course code 6314M0350Y)

  • Teacher(s)
    Florian Peters
  • Research field
    Accounting and Finance
  • Dates
    Period 2 - Oct 30, 2023 to Dec 22, 2023
  • Course type
    Field
  • Program year
    Second
  • Credits
    3

Course description

This course is provided by our partner: See the UvA course catalogue. Please check the exact dates for this course and how to register. UvA course code 6314M0350Y

The following topics will be covered, along with their implementation in Python:

  • programming basics (control flow, data types, the Python ecosystem);
  • handling data (obtaining data, data-frames, regressions, plotting);
  • basics of risk management (Value at Risk);
  • derivatives pricing (binomial trees, Monte Carlo simulation, model calibration);
  • advanced topics in derivative pricing.

Course literature