In the course “Scientific Computing” at the Institute of Finance and Commodity Markets, students implement practical and research-relevant methods and models from capital market-oriented finance. Possible topics include, for example,
- Portfolio Optimization
- Derivatives Pricing
- Performance Analysis
- Market Microstructure models
- Monte Carlo Simulation
At the beginning, program requirements are outlined in a specification sheet. The evaluation is mainly based on a program with a user interface. This should be designed in such a way that users familiar with the subject but not programming languages can use the program intuitively. The theoretical principles, the methodology, and a description of the application in terms of input and output are described in a short assignment of approx. 7 pages. The starting point can be chosen individually by the students. The choice of programming language(s) is also optional. R as backend and R-Shiny as frontend are recommended.
For further questions, please contact Mr. Lauter.
30167 Hannover
