Course List

    • 46973 MSCF Options

      The goal of the Options course is to develop tools to price and hedge and understand the risk exposures of any contingent claim on any underlying variable. The types of options considered include exchange-traded calls and puts, OTC exotic options, interest rate options, volatility derivatives, corpo... Read More
    • 46974 Financial Products and Markets

      This course reviews four asset classes from the perspective of a quantitative finance practitioner: equities, rates, credit and foreign exchange. Individuals from industry will teach six of the seven lectures providing a valuable “first-hand” overview of these markets and the desks they ... Read More
    • 46975 Macro for Computational Finance

      This course will provide students with tools to analyze the macroeconomic environment. Students will learn how to use economic theory in making short run forecasts of security prices and interest rates, and why particular attention is paid to economic variables such as initial jobless claims and inf... Read More
    • 46976 Financial Optimization

      Optimization models play an increasingly important role in financial decisions. Many computational finance problems ranging from asset allocation to risk management, from option pricing to model calibration, can be efficiently solved using modern optimization techniques. This course covers several c... Read More
    • 46977 MSCF Studies in Financial Engineering

      This is a course about using Financial Engineering to solve practical risk management and trading problems and about the sales process for selling derivative deals. The focus is on designing and pricing derivative securities to trade on and hedge customized risk exposures – particularly those ... Read More
    • 46979 Asset Management

      Asset Management pulls together many (all!) of your quantitative tools to look at something near and dear to us all: wealth. At the core, Asset Management (sometimes called Wealth Management) is the familiar portfolio problem with the objective of balancing returns and risk. But evaluating risk and... Read More
    • 46980 Deutsche MSCF Trading Competition

      All first-year full and part-time students participate in a trading competition directed and underwritten by Deutsche Bank. Using equity and fixed income derivatives securities on a paper trading platform through Interactive Brokers, individuals trade and make markets during specified open market ho... Read More
    • 46982 Market Microstructure and Algorithmic Trading

      Trading is central to the investment process. This course will present foundational concepts and current developments relating to trading in financial markets including algorithmic and high frequency strategies, optimal order execution, execution quality analysis, the operation of limit order market... Read More