Financial Analytics

Financial Analytics

MET CS 561 (4 credits)

This course presents financial algorithms used in applications of computer science in financial decision analysis, risk management, data mining and market analysis, and other modern business processes. The course covers theoretical background on probabilistic methods used for financial decision making and their application in number of fields such as financial modeling, venture capital decision making, operational risk measurement and investment science. Number of financial applications and algorithms are being presented for portfolio risk analysis, modeling real options, venture capital decision making, etc. The course concludes with algorithms for financial risk assessment and presents the security concepts and challenges of financial information systems.