Tepper School of Business

Academic year: 2013-2014

Fall, Mini 1 |
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Course Title |
Course # |
Faculty |
Room |
Day |
Time |

Financial Computing I | 46901 | Roehrig | 145 | T | 5:30pm - 8:30pm |

Financial Optimization | 46976 | 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 | 46972 | 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) | 46971 | Young | 145 | T/Th | 8:30am - 10:20am |

Presentations for Computational Finance (H) | 46971 | Young | 145 | T/Th | 10:30am - 12:20pm |

Presentations for Computational Finance (I) | 46971 | Young | 145 | F | 2:30pm - 5:30pm |

Presentations for Computational Finance (K) | 46971 | Pierce | 146 | F | 2:30pm - 5:30pm |

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) | 46977 | Seppi | 145 | M/W | 10:30am - 12:20pm |

Studies in Financial Engineering (I) | 46977 | Seppi | Cooper | Th | 5:30pm - 8:30pm |

Fall, Mini 2 |
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Course Title |
Course # |
Faculty |
Room |
Day |
Time |

Advanced Derivative Modeling (H) | 46915 | Larsen | Cooper | M/W | 1:30pm - 3:20pm |

Advanced Derivative Modeling (I) | 46915 | Larsen | Cooper | Th | 5:30pm - 8:30pm |

Risk Management I | 46954 | Lehockzy | Cooper | W | 5:30pm - 8:30pm |

Risk Management II | 46955 | 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 | 46978 | 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 | 46973 | Seppi | 145 | T | 5:30pm - 8:30pm |

Statistical Inference | 46923 | Nugent | 145 | M | 5:30pm - 8:30pm |

Spring, Mini 3 |
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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 | 46974 | Bryant | 145 | Th | 5:30pm - 8:30pm |

Presentations | 46971 | 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 |
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Course Title |
Course # |
Faculty |
Room |
Day |
Time |

Financial Time Series | 46929 | Schafer | 145 | W | 5:30pm - 8:30pm |

Macroeconomics for Computational Finance | 46975 | 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 |