IEOR E4720
TOPICS IN QUANT FINANCE
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
Topics
- 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
Topics explicitly listed in official catalogue description
Prerequisites & course information
Prerequisites: ( IEOR E4700 ) and IEOR E4700 ; Additional prerequisites will be announced depending on offering
Sources
- Course catalogue ↗2026-2027