Computational Finance with Mathematica

Master quantitative finance techniques using advanced modeling, risk assessment, and data analysis with industry tools and real-world examples.

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What You'll Master

Risk Quantification

Learn how to analyze and manage financial risks using Mathematica's powerful statistical tools.

Asset Pricing

Model financial instruments and optimize portfolio strategies using modern quantitative approaches.

Algorithmic Trading

Build automated trading systems and backtest strategies with historical financial datasets.

Portfolio Optimization

Apply optimization techniques to construct and allocate assets across multiple portfolios.

What You'll Learn

Module 1: Financial Instruments

  • Understanding derivatives and their pricing models
  • Fixed income securities analysis

Module 2: Market Data

  • Historical stock and market analysis
  • Economic indicator forecasting

Module 3: Computational Finance

  • Modeling volatility surface with Mathematica
  • Value at risk and stress testing

Module 4: Trading Systems

  • Building algorithmic trading systems
  • Simulating high-frequency trading strategies

Course Syllabus

Week 1: Foundations

Intro to Computational Finance

  • Mathematica's financial modeling capabilities
  • Financial data visualization techniques
  • Basic time series analysis
Week 2: Risk Management

Volatility Modeling

  • Value at risk (VaR) calculations
  • Monte Carlo simulations
  • Stress testing frameworks
Week 3: Trading Strategies

Algorithmic Trading

  • Mean reversion strategies
  • Momentum signal creation
  • Market order execution modeling
Week 4: Final Project

Capstone Challenge

  • Portfolio construction using Mathematica
  • Backtesting using historical data
  • Quantitative research report

Start Learning Today

Enroll in our Computational Finance course and gain the skills needed to design and implement real financial systems.

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