Imperial College London

DR PANOS PARPAS

Faculty of EngineeringDepartment of Computing

Reader in Computational Optimisation
 
 
 
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Contact

 

+44 (0)20 7594 8366panos.parpas Website

 
 
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Location

 

357Huxley BuildingSouth Kensington Campus

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Summary

 

Computational Finance - CO422

Aims

After this course, the students will:
- understand the basic concepts of quantitative finance and financial engineering;
- be aware of the major decision, hedging, and pricing problems in finance, know how to formulate these problems as mathematical models, and understand the computational techniques to solve the arising models.

Role

Course Leader

Computational Optimisation - CO477

Aims

To develop a deeper understanding of optimal decision making models, algorithms and applications to engineering, finance, and machine learning. To provide an insight for algorithm design and formulation of decision models. 

Role

Course Leader