Computational Finance -COMP7926 - Winter 2023

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Handout Index

Handout 1 : Course Outline, Date: Jan.18, 2023
PDF

Handout 2 : Books, Date: Jan.18,2023
PDF

Handout 3 : Beta Vs Volatility Date: Jan.18, 2023
PDF

Handout 4 : Risks and Rewards, Date: Jan.18, 2023
PDF

Handout 5 : List of Project Areas, Date: Jan. 25, 2023
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Handout 6a : Long Term Capital Management Collapse and BSM model Date: Jan.25, 2023
Watch this video;

Handout 6b :Also visit and read Date: Jan.25, 2023
More resources for the video

Handout 6c :If the above video does not run work watch it online Date: Jan.25, 2023
watch online

Handout 7 : Black Scholes Model - Original Paper 1973: Date: Jan.25, 2023
Journal of Political Economy

Handout 8 : CRR - Time Discrete Model - 1979, Date: Jan.25, 2023
Journal of financial Economics

Handout 9 : Black Scholes Model - explained : Date: Jan.25, 2023
Technical Note 11

Handout 10 : CRR Model implementation Date: Jan.25, 2023
Technical Memo 25

Handout 11 : Probability Density Function - Explained Date: Jan.25, 2023
Probability Density Function

Handout 12 : Model Mid Term Exam - Date: Jan.25, 2023
Model Mid Term

Handout 13a: Date: Jan.25, 2023
conference Paper review guidelines

Handout 13b: Date: Jan.25, 2023
conference Paper review guidelines (source file)

Handout 14a: Date:Jan.25, 2023
journal paper Critiquing guidelines

Handout 14b: Date:Jan.25, 2023
journal paper Critiquing guidelines (source file)

Handout 15: Date:Jan.25, 2023
journal paper presentation guidelines

Handout 16a: Date: Jan.25, 2023
Project Proposal Template

Handout 16b: Date: Jan.25, 2023
Project Proposal Template (source file)

Handout 17: Date: Jan.25, 2023
Journals and Conferences

Handout 18: Date: Mar.8, 2023
Final Report template

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    Last Modified : Jan.25, 2023
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