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FINE 452 Applied Quantitative Finance (3 unit茅s)

Nota : Ceci est la version 2020鈥�2021 de l'annuaire 茅lectronique. Veuillez mettre 脿 jour l'ann茅e dans la barre d'adresse de votre navigateur pour une version plus r茅cente de cette page, ou .

Offered by: Gestion (Gestion)

Vue d'ensemble

Finance : The course is built around a series of practical applications (backtesting trading strategies, yield curve modelling, derivatives hedging) and consists of lab sessions where lectures are mixed with time and support for solving the tasks in Matlab. No programming experience is required, but a willingness to learn is.

Terms: Automne 2020

Instructors: Ghosh, Anisha (Fall)

  • Prerequisite(s): MGCR 341 and FINE 441.

  • Restriction(s): Not open to students who have taken FINE 434 when topic was "Applied Quantitative Finance".

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