The course Scientific Computing II is targeted at MSc Wirtschaftsingenieurwesen students who preferably have already passed Scientifc Computing I.
In the course “Scientific Computing II” at the Institute of Finance and Commodity Markets, students implement practical and research-relevant methods and models from capital market-oriented finance. Possible topics include, for example,
- Portfolio Optimization
- Derivatives Pricing
- Performance Analysis
- Market Microstructure models
- Monte Carlo Simulation
At the beginning, program requirements are outlined in a specification sheet. The evaluation is mainly based on a program with a user interface. This should be designed in such a way that users familiar with the subject but not programming languages can use the program intuitively. The theoretical principles, the methodology, and a description of the application in terms of input and output are described in a short assignment of approx. 5 pages. The starting point can be chosen individually by the students. The choice of programming language(s) is also optional. R as backend and R-Shiny as frontend are recommended.
For further questions, please contact Mr. Lauter.
30167 Hannover
