| Call Number | 15389 |
|---|---|
| Day & Time Location |
TR 7:40pm-8:55pm To be announced |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | 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 | 54 students (150 max) as of 5:05PM Sunday, December 8, 2024 |
| Subject | Mathematics |
| Number | GR5050 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Open To | GSAS |
| Note | MAFN & STAT STUDENTS ONLY |
| Section key | 20251MATH5050G001 |