TOPICS IN QUANTATIVE FINANCE

1.50 point · University catalogue

NOTE: If you have previously completed IEOR 4733 Algorithmic Trading or IEOR 4729 Model Based Trading, please note that while this version of 4729 has many new elements, it materially overlaps with these two classes and is intended to replace both. 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.