September 5th, 2006, 6:20 pm
I have just visited this page for the Centre for Computational Finance and Economic Agents in Essex. I am not quite sure if that's the course you are refering to. The cf902 Agent-Based Computational Economics and E-Markets paper seems to be a bit shaky as the core material for computational finance. Also, where is the Black Scholes, numerial methods for PDEs, Monte Carlo simulation etc?In general, I think it is important to check the publication of the professors who are going to giving out lectures for the program (MSc). Needless to say, it is even more crucial in the case of PhD program. The problem for computational finance is it can be offered by one of the three departments: statistics/applied math (good), finance/economics (good) and computer science (depends). Make sure they are not trying to sell you something like game theory, neural network and AI research instead.
Last edited by
DY on September 4th, 2006, 10:00 pm, edited 1 time in total.