TeachingLectures
Programming for Finance (Kopie 2)

Scientific Computing II (470010)

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
Address
Königsworther Platz 1
30167 Hannover
Building
Room
044
Dr. Tobias Lauter
Research Staff
Address
Königsworther Platz 1
30167 Hannover
Building
Room
044