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FINE 452 Applied Quantitative Finance (3 credits)

Note: This is the 2020鈥�2021 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .

Offered by: Management (Desautels Faculty of Management)

Overview

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: Fall 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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