Computational Finance. A (very short) Introduction

Master in Computing: Seminar on Algorithms and Programming (SAP)


Oct 25, 2010 10:00 AM to Nov 10, 2010 01:00 PM (Europe/Madrid / UTC200)


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

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