The course Scientific Computing II is targeted at MSc Wirtschaftsingenieurwesen students who preferably have already passed Scientifc Computing I.
Students write a term paper. This consists of code with documentation. Possible topics are related to finance and are for example:
- Portfolio Optimization
- Derivatives Pricing
- Performance Analysis
- Market Microstructure models
- Monte Carlo Simulation
There is no requirement regarding the programming language. An implementation using R and documentation in R Markdown is recommended.
For further questions, please contact Mr. Lauter.


Dr. Tobias Lauter
Research Staff
Phone
Address
Königsworther Platz 1
30167 Hannover
30167 Hannover
Building
Room


Dr. Tobias Lauter
Research Staff
Phone