University of Rome Tor Vergata Graduate Students Acquire Marketable Programming and Asset Pricing Skills

赫尔兹尔为他的课程有几个教学目标。对于Coding for Financial Applications,他想花更多的课堂时间帮助学生通过问题和少时间努力工作，涵盖基础知识的讲座。对于Asset Pricing,he wanted students to gain a deeper understanding of economic and financial theory by writing code to implement and visualize the concepts they learned.

在赫尔兹尔的主要目标中，为了装备潜在雇主所寻求的定量技能，并为学生提供赚取认证的学生，以展示他们的Matlab熟练程度。

Herzel took advantage of a Campus-Wide License for MATLAB at Tor Vergata to develop content and teach courses for the university’s Master of Science in Finance and Banking program.

学生们Coding for Financial Applications在他们的第一年。他们学习如何使用MATLAB中的向量，矩阵和表格数据，以及如何编写功能，处理缺失数据，并将模型适合对本数据。

Before each weekly class session, the students complete tutorials from MATLAB for Financial Applications, an online training course available through the university’s Campus-Wide License. The license enables students to work on their MATLAB assignments on their own laptops anywhere on campus, reducing demand for scarce computer lab time.

Herzel begins each class session by reviewing the material covered in the self-paced online training. He then leads a discussion of the key concepts covered that week. Typically, the students take a quiz and then share their solutions to the quiz problems in MATLAB. Herzel ends the class by introducing the concepts to be covered the following week.

在第二年的学生Asset Pricinguse the MATLAB skills they’ve acquired to complete assignments on various mathematical instruments used in pricing, such as stochastic differential equations, as well as assignments on asset pricing theory, including pricing by arbitrage using the Black-Scholes model or delta hedging.

Assignments include calibrating models via nonlinear least squares optimization, simulating stochastic processes and running Monte Carlo simulations to price derivatives and check the theoretical results of the models.

完成课程后，学生们有机会获得认证的Matlab助理凭证。Herzel本人是意大利领导的第一个接受的教授MATLAB certification. More than 30 of his students have so far passed the test and become certified.

Tor Vergata faculty are integrating MATLAB into other courses in the Finance and Banking program curriculum, including a course on portfolio management in which students use MATLAB and Optimization Toolbox™ to perform portfolio optimization based on modern portfolio theory.

• 课堂时间优化。“We were already happy with the Campus-Wide License because of the access it provided to MATLAB and the many toolboxes that we use in our program,” says Herzel. “When we discovered that the license also includes a wealth of exceptionally useful online courses, we were even happier, because it meant we could focus classroom time on core material instead of coding basics.”
• 通过可视化学习的复杂概念.“随机微积分可能会令人困惑，很少有学生通过单独的数学证据相信其价值，”赫拉克尔说明。“一旦他们看到它如何在Matlab中以图形方式工作，它们都不持怀疑态度，并准备申请依赖随机微分方程的黑人学员和其他模型。”
• 学生毕业的需求技能。“One of the strengths of our program is the employment rate of our graduates,” says Herzel. “I often hear from employers how valuable it is for graduates to know how to program, and in our case, to program in MATLAB. MATLAB certification is an additional advantage that dozens of our students achieved last year, and we expect to have as many or more certifications this year.”