lecture1 - Lecture 1: Introduction to Finance Steven Skiena...

Info iconThis preview shows pages 1–8. Sign up to view the full content.

View Full Document Right Arrow Icon
Lecture 1: Introduction to Finance Steven Skiena Department of Computer Science State University of New York Stony Brook, NY 11794–4400 http://www.cs.sunysb.edu/ skiena
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Why Computational Finance? It is hard to overstate the importance of the financial industry to the state, national, and world economies. The financial industry relies on a wide variety of advanced computing technologies and mathematical modeling tech- niques. The availability, volume and significance of financial data lends itself to many interesting research problems. There are interesting and relevant theories of how markets work which lend themselves to formal analysis.
Background image of page 2
Why Are You Interested in this Course? Have a general interest in finance? Avoiding a more undesirable course? Want a job in the financial industry? Want to apply your research expertise to financial data? Other?
Background image of page 3

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Who am I? I am a visiting professor from Stony Brook University. My primary research is in combinatorial algorithms and their applications, particularly to biology and news/blog analysis.
Background image of page 4
Why am I teaching this? I have a side interest in gambling systems, which has made me somewhat known in the hedge fund community.
Background image of page 5

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
I’ve been an invited speaker at Barra’s Research Conference and O’Reilly Money:Tech, and at certain hedge funds. I’ve previously taught a seminar in computational finance at Stony Brook.
Background image of page 6
Why this Course? Much of this material (e.g. financial engineering and time-series data analysis) is traditionally taught in business schools, and practiced by quantitative researchers from economics, finance, and the mathematical sciences. Computer science researchers have not been as engaged with conceptual problems in finance so much as technological problems like encryption and transaction processing.
Background image of page 7

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Image of page 8
This is the end of the preview. Sign up to access the rest of the document.

Page1 / 20

lecture1 - Lecture 1: Introduction to Finance Steven Skiena...

This preview shows document pages 1 - 8. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online