Financial Engineering

1 Unit · Graduate

This course introduces quantitative finance and methods for assessing the value of financial instruments. Students learn about asset price dynamics, volatility, and prediction. They model and analyze financial time series. They study principles of asset management, evaluating portfolio risks, returns, and market performance. A term project involves developing an algorithmic trading program for an actively managed fund. This case study course requires active participation in class discussions. (Required: MSDS 400-DL and MSDS 401-DL )