Introduction to principles of computational finance and financial engineering from an econophysicist point of view. Prerequisite R/SPlus programming.

Part I Introduction: operating system; desktop and window systems; unix commands. Part II Unix shell: c and tc shell; shell programming. Part III Tools: editors; text and document processing; printing; programming languages and compilers; data archiving; communication, networks, and multimedia.

Analysis of novel computational methods for core financial tasks such as portfolio optimization, hedging, and risk management.