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• 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
• 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