This course is intended to introduce the students to the basic concepts of Finance and explore the relation between Computer Science and Finance. In particular, the course will introduce both theoretical and practical aspects of finance with an emphasis on the relation between real-life applications and these concepts.
The course is a self-contained introduction that will provide the student with both practical and theoretical knowledge about the most common type of financial products (stocks, futures, options, bonds). In addition, through a series of homework exercises and a semester long project the student should understand some of the problems that face any professional developer in the financial industry. Technical issues include high performance financial databases, object-oriented financial software, and transaction modeling.
Prerequisites: Fundamental Algorithms, Programming Languages, background in calculus and linear algebra.