Courses

Summer 2023

TOPICS IN QUANT FINANCE

, 3 pts, E4722

FINANCIAL CORRELATIONS

Selected topics of interest in the area of quantitative finance. Offerings vary each year; some topics include energy derivatives, experimental finance, foreign exchange and related derivative instruments, inflation derivatives, hedge fund management, modeling equity derivatives in Java, mortgage-backed securities, numerical solutions of partial differential equations, quantitative portfolio management, risk management, trade and technology in financial markets.

Section Number
001
Call Number
12661
Day, Time & Location
TF 6:00PM-9:00PM To be announced
Instructor
Gunter Meissner