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# FE518 Mathematica for Finance
- URL: https://fsc.stevens.edu/fe518-mathematica-for-finance/
- Published: 2019-11-11T16:45:42.000Z
- Updated: 2026-05-16T22:40:18.000Z
- Author: Kajol
- Tags: Courses, #Import 2024-05-30 10:26, #Import 2025-11-08 22:14

Course Catalog Description

# Introduction

The course provides an introduction to programming, graphics, and financial data analysis using Mathematica. The students will learn programming in Mathematica Software, starting with elementary concepts, but quickly moving forward to advanced programming. The content is designed as an integrated quantitative methodology for analysis of markets, and optimal trading in stocks and options. The course is based on “hands‐on” projects dealing with contemporary topics in financial mathematics and it complements theoretical courses of finance. 

  
| Campus     | Fall | Spring | Summer |
| ---------- | ---- | ------ | ------ |
| On Campus  |      | X      |        |
| Web Campus |      | X      |        |

  
Instructors

| Professor                                                                                                                                          | Email               | Office      |
| -------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------- | ----------- |
| [Dragos Bozdog](https://fsc.stevens.edu/dr-dragos-bozdog/ "Dragos Bozdog") ![](https://fsc.stevens.edu/content/images/2019/10/Dragos_Bozdog-2.jpg) | dbozdog@stevens.edu | Babbio 429A |

  
More Information

# Course Description

Main topics include: Mathematica Language: Lists, Patterns and Rules, Functional and Procedural Programming, Graphics and Visualization, Dynamic Expressions and Optimizing Mathematica Programs Mathematica Finance Applications: Cash Account Evolution, Stock Price Evolution European Style Options, Stock Market Statistics, Implied Volatility for European Options, American Style Stock Options, Optimal Portfolio Rules, Advanced Trading Strategies 
  
  
Course Resources

# Textbook

Stojanovic, S., Computational financial mathematics using MATHEMATICA: optimal trading in stocks and options, Boston: Birkhäuser, 2003\. (ISBN: 978‐0‐8176‐4197‐9) 

# Additional References 

Wellin, P. Programming with Mathematica®: An Introduction, 4th Revised edition, Cambridge University Press, 2013\. (ISBN: 978‐1107009462) 
  
  
Grading

# Grading Policies

- 40% Assignments
- 20% Class work
- 40% Final exam

  
Lecture Outline

|         | Topic                                   | Reading |
| ------- | --------------------------------------- | ------- |
| Week 1  | Introduction to Financial Engineering   | Ch. 1&2 |
| Week 2  | Capital Markets Overview                | Ch. 3   |
| Week 3  | Corporate Finance & Valuation           | Ch. 3   |
| Week 4  | Equity Analysis                         | Ch. 4   |
| Week 5  | Fixed Income Debt Securities            | Ch. 4   |
| Week 6  | Overview of Bonds Sectors & Instruments | Ch. 4   |
| Week 7  | Valuation of Debt Securities            | Ch. 4   |
| Week 8  | Securitized Products                    |         |
| Week 9  | Leveraged Loans & CLO's                 | Ch.5    |
| Week 10 | General Principles of Credit Analysis   | Ch. 5   |
| Week 11 | Foreign Exchange                        | Ch. 6   |
| Week 12 | Poisson Processes and Jump Diffusion    | Ch. 11  |
| Week 13 | Exotic Options                          | Ch. 7   |
| Week 14 | Review & Catch-up                       |         |