| This course is the result of the interaction between three disciplines: financial economics (especially asset pricing), computer science (especially algorithms and software design), and mathematics (especially statistics and stochastic processes, which are often not considered parts of mathematics, but that is another story). We do not assume you already had prior knowledge in financial theory or, less importantly, economics; in fact, we assume the students are new to the field. Any necessary background information is included in the handout Financial Engineering & Computation: Principles, Mathematics, Algorithms. This handout had been used several times before. It is your responsibility to read the handout carefully to bridge any gap in knowledge. |