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CS 632E Topic: Financial Computing and Entrepreneurship

Course Description: This interdisciplinary course integrates computing (computer science, information systems, and information technology), finance, and applied entrepreneurship to provide the student analytical, quantitative, application, and entrepreneurial skills needed for sound and strategic financial decision making and information technology based product creation. The course will emphasize creative problem solving of and development innovative algorithms for financial problems in such topics as financial analysis and time value of money, derivative products, portfolio management, hedging strategies, arbitrage, risks, Black-Scholes model, interest rate models, and fixed income analysis. Within a collaborative tram environment, the student will develop innovative algorithmic solutions for financial problems as well as analyze, evaluate model financial time series with neural networks; the algorithms will be implemented in a high-level computer language (e.g. Java, C/C++, or Matlab) into prototypes for potentially marketable financial software products. An entrepreneurial perspective will permeate the course in the form of creative thinking and calculated risk-taking in the design and development of the algorithms and prototypes, and the development of a high-quality business plan for an information technology company to market the likely software products. There will be a reliance on entrepreneurs for team mentors, project selection and scaling, and guest speakers.

Course Rotation: Spring;NY

Credits

3 credits

Prerequisite

CS 619 Min Grade C and IS 690K Min Grade C