Topics in Quantitative Finance

1.5 units

The main objective of this course is to familiarize students with the current cutting-edge techniques implemented by the quantitative finance industry. The contents of this course can vary from year to year. Topics may include risk management, statistical arbitrage, and derivative pricing and hedging. Some practical projects may be used for implementation of these techniques. This course is only open to MSFQ students in their last semester and Financial Engineering majors who have taken ESE 427.