Università Roma Tre

The course objective is to educate students about the MATLAB language and development environment, for programming, numerical calculation and visualization applied to financial problems.
The rule of Computational Finance is becoming increasingly important in the financial industry, both for the modeling and analysis phase, as well as for the decision-making phase.
Many models used in practice are formulated via complex mathematical problems, for which an exact or a closed-form solution could not be obtained. Consequently, computational techniques and specific numerical algorithms are required to solve such cases.
Over the duration of the Course, we attempt to integrate the understanding of theoretical with their practical use. The application of quantitative financial models will be used to simplify the comprehension of some mathematical and statistical concepts and to learn the main computational techniques, which are useful to deal with a wide range of financial problems, such as portfolio optimization, risk management and derivatives pricing. Therefore, this course is not only suitable for university students, but also for professionals who want to deepen their knowledge and understanding of the quantitative financial models explored in this course.