Spring 2024 Mathematics GR5050 section 001

MATH FINANCE PRACTITIONERS SEM

MATH FINANCE PRACTITIONER

Call Number 12377
Day & Time
Location
TR 7:40pm-8:55pm
312 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required Instructor
Instructors Lars T Nielsen
Mikhail Smirnov
Type SEMINAR
Method of Instruction In-Person
Course Description Prerequisites: MATH W5010 or knowledge of J. Hulls book Options, futures. Prerequisites: Math GR5010 or knowledge of J. Hulls book Options, futures. Seminar consists of presentations and mini-courses by leading industry specialists in quantitative finance. Topics include portfolio optimization, exotic derivatives, high frequency analysis of data and numerical methods. While most talks require knowledge of mathematical methods in finance, some talks are accessible to general audience.
Web Site Vergil
Department Mathematics
Enrollment 110 students (150 max) as of 12:05PM Sunday, December 8, 2024
Subject Mathematics
Number GR5050
Section 001
Division Graduate School of Arts and Sciences
Open To GSAS
Note MAFN STUDENTS ONLY
Section key 20241MATH5050G001