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Computational Finance

When you'll study it
Semester 2
CATS points
15
ECTS points
7.5
Level
Level 7
Module lead
Enrico Gerding
Academic year
2021-22

Module overview

Financial markets form the source of a vast number of challenging computational problems. These are not only intellectually challenging from the point of view of computational modelling, but the financial sector is also an employer of a significant fraction of graduates of Computer Science, Software Engineering, Artificial Intelligence and Data Science.

This module covers two aspects of the use of computational processing in Finance,

  • The use of computation in the analysis of finance algorithmic instruments. This includes the use of statistical analysis and machine learning.
  • The computation and programming concepts behind cryptocurrencies.
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