Tepper School of Business
MSCF Faculty and Course Schedule
Academic year: 2013-2014
| Fall, Mini 1 | |||||
| Course Title | Course # | Faculty | Room | Day | Time |
| Financial Computing I | 46901 | Roehrig | 145 | T | 5:30pm - 8:30pm |
| Financial Optimization | 45988 | Pena | Cooper | T | 5:30pm - 8:30pm |
| Fixed Income (H) | 46956 | Hrusa | 145 | T/Th | 1:30pm - 3:20pm |
| Fixed Income (I) | 46956 | Hrusa | 145 | W | 5:30pm - 8:30pm |
| MSCF Finance | 45785 | Routledge | 145 | M | 5:30pm - 8:30pm |
| Numerical Methods (H) | 46950 | Nicolaides | 145 | T/Th | 3:30pm - 5:20pm |
| Numerical Methods (I) | 46950 | Nicolaides | Cooper | W | 5:30pm - 8:30pm |
| Presentations for Computational Finance (G) | 45789 | Young | 145 | T/Th | 8:30am - 10:20am |
| Presentations for Computational Finance (H) | 45789 | Young | 145 | T/Th | 10:30am - 12:20pm |
| Presentations for Computational Finance (I) | 45789 | Young | 145 | F | 5:30pm - 8:30pm |
| Presentations for Computational Finance (K) | 45789 | Pierce | 146 | F | 5:30pm - 8:30pm |
| Probability | 46921 | Nugent | 145 | Th | 5:30pm - 8:30pm |
| Statistical Arbitrage | 46936 | Schervish/Lehocky | Cooper | M | 5:30pm - 8:30pm |
| Studies in Financial Engineering (H) | 45886 | Seppi | 145 | M/W | 10:30am - 12:20pm |
| Studies in Financial Engineering (I) | 45886 | Seppi | Cooper | Th | 5:30pm - 8:30pm |
| Fall, Mini 2 | |||||
| Course Title | Course # | Faculty | Room | Day | Time |
| Advanced Derivative Modeling (H) | 46915 | Larsen | Cooper/Wean 8220 | M/Th | 1:30pm - 3:20pm |
| Advanced Derivative Modeling (I) | 46915 | Larsen | Cooper | Th | 5:30pm - 8:30pm |
| Risk Management I | TBD | Lehockzy | Cooper | W | 5:30pm - 8:30pm |
| Risk Management II | 469551 | Shreve | Cooper | T | 5:30pm-8:30pm |
| Financial Computing II | 46902 | Roehrig | 145 | W | 5:30pm - 8:30pm |
| Financial Computing IV | 46904 | Kramkov | Cooper | T/Th | 1:30pm - 3:20pm |
| Financial Economics for Computational Finance | 45887 | Green | Cooper | M | 5:30pm - 8:30pm |
|
Multi-Period Asset Pricing (H) |
46941 | Kramkov | 145 | M/W | 8:50am - 10:20am |
|
Multi-Period Asset Pricing (I) |
46941 | Kramkov | 145 | Th | 5:30pm - 8:30pm |
| Options | 45885 | Seppi | 145 | T | 5:30pm - 8:30pm |
| Statistical Inference | 46923 | Nugent | 145 | W | 5:30pm - 8:30pm |
| Spring, Mini 3 | |||||
| Course Title | Course # | Faculty | Room | Day | Time |
| Financial Computing III | 46903 | Roehrig | 145 | M | 5:30pm-8:30pm |
| Financial Computing IV | 46904 | Kramkov | Recorded Video | W | 5:30pm - 8:30pm |
| Financial Products and Markets | 45987 | Bryant | 145 | Th | 5:30pm - 8:30pm |
| Financial Computing III | 46903 | Roehrig | 145 | M | 5:30pm - 8:30pm |
| Presentations | 45789 | Young | Cooper | Th | 5:30pm-8:30pm |
| Statistical and Machine Learning Methods for Financial Data | 46926 | Schafer | 145 | W | 5:30pm - 8:30pm |
| Stochastic Calculus I (H) | 46944 | Robertson | 145 | M/W | 3:30pm - 5:20pm |
| Stochastic Calculus I (I) | 46944 | Robertson | 145 | T | 5:30pm - 8:30pm |
| Spring, Mini 4 | |||||
| Course Title | Course # | Faculty | Room | Day | Time |
| Financial Time Series | 46929 | Schafer | 145 | W | 5:30pm - 8:30pm |
| Macroeconomics for Computational Finance | 45986 | Petrosky-Nadeau | 145 | M | 5:30pm-8:30pm |
| Numerical Methods | 46950 | Nicolaides | Recorded Video | Th | 5:30pm - 8:30pm |
| Simulation Methods Option Pricing | 46932 | Lehoczky | 145 | Th | 5:30pm - 8:30pm |
| Stochastic Calculus II (H) | 46945 | Shreve | 145 | M/W | 1:30pm - 3:20pm |
| Stochastic Calculus II (I) | 46945 | Shreve | 145 | T | 5:30pm - 8:30pm |
