Below are video and lecture sides 2008 Computational Finance course.
| 1 Course overview |
| 2 Financial Markets and Products |
| 3 Forward Contracts |
| 4 Futures and Options |
| 5 Properties of Stock Options |
| 6 Portfolios with of Stock Options |
| 7 Bounds on Option Prices |
| 8 Interest Rates |
| 9 Random Walk Models |
| 10 Price Distributions |
| 11 Risk-Neutral Valuation |
| 12 Financial Time Series Data |
| 13 Correlation and Autocorrelation |
| 14 Time Series Modeling |
| 15 ARIMA/GARCH Models |
| 16 Spectral Analysis |
| 17 Portfolio Theory |
| 18 The Capital Assets Pricing Model |
| 19 Technical Analysis |
| 20 Introduction to Online Algorithms |
| 21 Competitive analysis for finance |
| 22 Pairs trading |
| 23 Market Microstructure |
| 24 Money management and the Kelly criteria |