TOPICS IN QUANTATIVE FINANCE
, 3 pts, E4724TERM STRUCTURES& CREDIT MODELS
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.
TERM STRUCTURES& CREDIT MODELS
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
- 11752
- Day, Time & Location
- W 6:00PM-8:30PM 750 Schapiro [SCEP]
- Instructor
- Luca Capriotti