Category: Teaching

Summary: This course aims to give students an introduction to some basic concepts in economics, law and ethics. On completion of this course, students should be able to: Reflect on and discuss professional, economic, social, environmental, moral and ethical issues relating to computer science; Define and explain economic and legal terminology and arguments; Apply the philosophies…

Summary: This class introduces students to general equilibrium theory, which should be understood as “the theory of how markets behave and interact and what the consequences are for the quality (efficiency) of ensuing allocations.”: Applications in finance are focused on, which means that students will gain insight into widely used concepts such as alphas and…

Summary: By the end of the course, students should be in possession of a good grasp of the elementary tools of descriptive statistics; should understand elementary principles of probability and statistical theory; should be competent in applying basic methods of statistical inference; and should be familiar with the use of spreadsheets to undertake graphical and…

Summary: The overall aim is to introduce students to the microstructure of modern financial markets in general, and to algorithmic trading in particular. Algorithmic trading refers to the use of robots (automatic order submission computer program) to accomplish a certain trading goal, such as automatic market making, statistical arbitrage, technical analysis, portfolio rebalancing, etc. Students…

Summary: (Part 1 only). The course focuses on how markets deal with uncertainty. General equilibrium is emphasized, which refers, loosely speaking, to the point at which traders in multiple, simultaneous markets no longer desire further trade. Are the resulting allocations optimal? What if everyone can re-trade in the future after some information is revealed? What…

Summary: The goal is to better understand human attitudes towards uncertainty in general, and financial risk in particular. The method to get there is to go beyond a pure behaviouralist approach (the tradition of economics), point to the difficulty of deciphering the psychology behind behaviour (the “thinking”/cognition and “feeling”/affect), to eventually land squarely in the…