Παρουσίαση/Προβολή

(ECON413) -  Vasilios N. Katsikis

Περιγραφή Μαθήματος

This course is an introduction to the mathematical techniques used widely by applied economists in finance. Its main goal is to bring together the financial theory and computational practice with the use of the high-level programming language MATLAB. Note that, MATLAB is a powerful numerical computing environment for financial applications. We shall divide this course in two sections:

The first section provides a brief introduction to MATLAB and establishes the basics of the one-period model, shows how securities can be represented by vectors and matrices, and introduces the concept of hedging.

The second section introduces important financial notions such as returns, arbitrage and state prices, and gives examples of asset pricing both in complete and incomplete markets.

Ημερομηνία δημιουργίας

Δευτέρα 25 Σεπτεμβρίου 2017