Nottingham University Business School
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Computational Finance

Please note that the following information may be subject to change.

Module Convenor:  Thanaset Chevapatrakul

Module Content:
The module provides students with a knowledge and understanding of key practical applications of finance using standard computer software. Students taking the module are assumed to have prior background knowledge of financial markets and financial econometrics. It equips students with computational and programming skills, allowing them to analyse financial data, build financial models and solve complex financial problems. The course will also integrate application areas in finance which have already been introduced to the student, or which are being introduced to students concurrently. Topics include: Basic R and/or Python commands, analysing and visualising financial data, modelling and forecasting financial time-series, applications relevant to asset pricing and portfolio analysis, etc.

Module Aims:
To provide students with the skills and ideas necessary to implement computational and programming approaches to financial data analysis and financial modelling

Module Assessment:
2 Hour Exam (100%)

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Nottingham University Business School

Jubilee Campus

telephone: +44 (0) 115 846 6602
fax: +44 (0) 115 846 6667