This course is being taught at the Graduate Faculty, of New School
University in New York City, May 14- May 17. It may be of interest to some
people on this list, or perhaps to their students. There are no formal
prerequisites, although some knowledge on asset pricing would be helpful.
Please re-post to other lists as you think appropriate.
NUMERICAL METHODS IN FINANCE With JAVA and C++
Taught by Professor Salih Neftci
(author of "An Introduction to the Mathematics of Financial Derivatives")
Open to Professionals and Interested Graduate Students
This course is an introduction to numerical methods of asset pricing and
risk management using JAVA/C++ and is directed towards applications of
modern asset pricing and risk management methodologies. At the end of the
course the participants should, in principle, be able to do basic numerical
calculations using JAVA, write functional applets for pricing simple
instruments, and be able to convert some of the code to C++. More
importantly, the participants should grasp the fundamentals of major
numerical methods used in finance.
The course is directed towards advanced financial market professionals and
graduate students in finance. It is not directed towards computer
programmers. The discussion of computer languages will be at an elementary
level. Yet, a good programmer may find the part dealing with numerical
methods and pricing useful and may decide to attend.
WHERE:
Graduate Faculty of Political and Social Science
New School University
65 Fifth Avenue
New York
FOR SYLLABUS AND MORE INFORMATION ON REGISTERING:
http://www.newschool.edu/gf/econ/finance
Contact Graduate Faculty Office of Admissions
(212)229-5710 / (800)523 5411
Email: [log in to unmask] or visit
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