Introduction
This is a course in modeling the values of assets and financial derivatives and the software implementation of these models for pricing, simulations, and scenario analysis. The course includes an introduction to markets and financial derivatives, and a development of the necessary tools from the theories of stochastic processes and parabolic differential equations. An integral part of the course is the use of financial information sources and software packages available on the Internet for modeling and analysis.
Teacher
David Pfeffer
ADJUNCT PROFESSOR
Email: dpfeffer@stevens.edu
Education
Bachelors of Science in Computer Science
Stevens Institute of Technology
Hoboken, NJ
Honors; Minor in Law and Public Policy
Masters of Science in Computer Science
Stevens Institute of Technology
Hoboken, NJ
4.0 GPA; Graduate Certificates in Computer Systems, Databases & Service Oriented Architecture, Distributed Systems, Enterprise Computing, Quantitative Software Engineering, Service Oriented Computing
Professional Societies
Member of the IEEE Computer Society and ACM.
Courses
CS 521 TCP/IP Networking
CS 570 Introduction to Programming, Data Structures, and Algorithms
CS 465 Selected Topics in Computer Science
SSW 810 Selected Topics in Systems Centric Software Engineering