Class Notes on Computational Finance

by R. Seydel

Essential parts of the course "Computational Finance" are available as class notes.
These are presented here for download (pdf, 1.9 MB): Course Notes

(auch auf deutsch: Skript)
Versions for beamer or tablets (landscape format, larger fonts): Chapter 1 , Chapter 2 , Chapter 3 , Chapter 4 .

Important ingredients are the exercises: Exercises

In my experience, students frequently do have some background on basic stochastics. Then significant parts of Chapter 1 on Modeling Tools can be speeded up. To this end I collected essential parts of Chapter 1 into a pdf-file in a format tailored to a beamer presentation. This can be downloaded here.

January 2016
seydel "at" math "dot" uni-koeln "dot" de