Computational Finance & Modeling (CB802-(B))-Computer Science and Business Systems (CSBS) (VIII) | RGPV

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• Syllabus

• Syllabus - Computational Finance & Modeling (CB802-(B))

• Numerical Methods and Models

• Numerical methods relevant to finance
• Algorithms and Stability
• Interest rate models

• Black-Scholes framework

• Black-Scholes PDE
• The Greeks
• Volatility considerations
• Monte Carlo simulation

• Application areas

• Pricing of American options

• Statistical Analysis of Financial Returns

• Distributions and Volatility
• Hedging and Options
• Advanced Topics