Courses

Spring 2023

TOPICS IN QUANT FINANCE

, 3 pts, E4720

App Analytic Data2Decison

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
18020
Day, Time & Location
MW 1:10PM-2:25PM 633 Seeley W. Mudd Building
Instructor
Fabrizio Lecci