Computational Finance. A (very short) Introduction
Master in Computing: Seminar on Algorithms and Programming (SAP)
- https://computing.phd.upc.edu/en/events/copy_of_series-temporales-analisis-y-aplicaciones
- Computational Finance. A (very short) Introduction
- 2010-10-25T10:00:00+02:00
- 2010-11-10T13:00:00+01:00
- Master in Computing: Seminar on Algorithms and Programming (SAP)
When
Oct 25, 2010 10:00 AM to Nov 10, 2010 01:00 PM (Europe/Madrid / UTC200)
Where
Campus Nord UPC, room S208, building Omega
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Title: Computational Finance. A (very short) Introduction
Speaker: Argimiro Arratia
The course is organized within the Master's SAP Seminar.
Dates: will begin on Monday 25th October, and will meet Mondays (25th, 8th Nov), 12:00--14:00,
Wednesdays (27th, 3rd, 10th Nov), 10:00--12:00, and Thursday (4th Nov) at Omega, Room S2- S208
(This is the Omega Building where the LSI dept is located in the 2nd basement room S208)
I will lecture on the following topics:
1. Basics on Financial Markets (with emphasis on stocks).
2. Financial Time Series (the basics).
3 & 4. Technical Analysis, Charting, Fundamental Analysis and trading systems
5 & 6. Models for stocks pricing... and some yet undecided topic which will depend on time
On top of all WE will do some programming with the statistical package R, so please downloaded if you don´t have it from cran.es.r-project.org/
Recommended (bed-time) reading before we begin:
John Allen Paulos, "A Mathematician Plays the Stock Market"
(there is a Spanish translation by Tusquets)
This book will give you a fairly good idea of the lectures and the lecturer.
Although this course forms part of a regular Master course, it will be open to other interested people. If you are planning to attend, please contact Prof. Argimiro Arratia argimiro@lsi.upc.edu.
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