Computational Finance

Lecturer:
Professor B. Mishra

Office Hours: By Appointments
Office Phone: 212.998.3464
Email Address: mishra@nyu.edu
Day and Time: Wednesdays 7:00-8:50pm EST
Credits for Course: 3
Teaching Assistance: Ron Even, even@cs.nyu.edu
Class Notes:
In postscript format (about 40 pages)
Project
Project Leaders:
1. Amy Meritt (m-am8765@sparky.cs.nyu.edu)
2. Zofia Balaban (bala7003@cs.nyu.edu)
3. Anna Balayan (m-ab0093@sparky.cs.nyu.edu)
4. Gideon Berger (m-gb6059@FRED.cs.nyu.edu)
Suggested Sources for the Project:
1. Hal R. Varian, "Economic and Financial Modeling with Mathematica," Springer-Verlag, NY.

2. Andrea Wiegand and Neil Gershenfeld (Editors), "Time Series Prediction," Proceedings Volume in the Santa Fe Institute Studies in the Sciences of Complexity, Addison-Wesley, NY.

Bud Mishra
April 1 1995