FE 516 MATLAB for Finance

In this course the students will learn the basics of Matlab programming using financial data and applications. The language will be introduced using financial data and applications. This short course is intended for students with little or no experience with the software covering Matlab’s basic operations and features. In addition, the course works through several simple applications, to give the students the necessary knowledge on developing their own projects. Topics covered include iteration, functions, arrays, and Matlab graphics. Assignments are designed to build an appreciation for randomness, simulation, and the role of approximation.

Credits

1

Prerequisite

Graduate Student or At Least Junior