- Docente: Pietro Rossi
- Crediti formativi: 6
- SSD: SECS-S/06
- Lingua di insegnamento: Inglese
- Modalità didattica: Convenzionale - Lezioni in presenza
- Campus: Bologna
- Corso: Laurea Magistrale in Quantitative finance (cod. 8854)
Conoscenze e abilità da conseguire
The objective of the course is to address frontier topics in computational finance and muster the computational skills needed to tackle them. At the end of the course the student will have a working experience on selecting the most appropriate model and the capability to devise, and implement the numerical tools needed for problem at hand. The student will be able to judge the quality of the results from data analysis, and she will have enough knowledge to set up benchmarks to test for the accuracy of the numerical results. The topics addressed will refer to state-of-the-art issues in pricing, risk management and numerical techniques and programming languages. The student will be exposed, and gain proficiency, in rapid prototyping languages like Python and languages better suited to achieve high computational performance, like C/C++
Contenuti
Vedi versione Inglese
Testi/Bibliografia
Vedi versione Inglese
Orario di ricevimento
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