Computational Finance

Lectures and Homeworks

Exams

Midterm 2017 Final 2017 Backpaper 2017
Midterm 2018 Final 2018 Backpaper 2018

Project Reports

Dependence of stock and commodity futures

Irreversibility of Financial Time Series: A Graph Theoretical Approach

Mixture of Pareto for Tail of Return Distribution

Tests of Randomness for Outputs of Random Number Generators