| Call Number | 15389 |
|---|---|
| Day & Time Location |
TR 7:40pm-8:55pm 312 Mathematics Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Jaehyuk Choi |
| 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 | 106 students (150 max) as of 1:06PM Wednesday, March 26, 2025 |
| Subject | Mathematics |
| Number | GR5050 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Open To | GSAS |
| Note | MAFN & STAT STUDENTS ONLY |
| Section key | 20251MATH5050G001 |