Computational Finance Laboratory
Hands-on computational methods for quantitative finance — numerical techniques, simulation, derivatives pricing, and risk modeling with practical implementations.
Instructor: Dr. Edward D. Weinberger
Term: Fall
Location: NYU Tandon School of Engineering
Course Overview
A laboratory-based course focused on implementing computational methods used in quantitative finance. Covered numerical techniques for derivatives pricing, Monte Carlo simulation, finite difference methods, and risk analytics — bridging the gap between mathematical finance theory and practical implementation.
Taught by Dr. Edward D. Weinberger at NYU Tandon, Fall 2023.