- Schedule of Classes - January 7, 2018 7:14PM EST
- Course Catalog - January 7, 2018 7:15PM EST
Course information provided by the Courses of Study 2017-2018.
The course focuses on the tools and techniques used by quantitative traders. The topics covered include risk measurement and management, alpha forecasting methods, and the development and application of trade execution cost models. The emphasis of the course is to enable students to apply quantitative financial models within a real-life trading environment. This course is co-taught with an adjunct practitioner working in quantitative finance.
When Offered Fall.
Permission Note Enrollment limited to: financial engineering M.Eng. students in NYC.
Credits and Grading Basis
2 Credits GradeNoAud(Letter grades only (no audit))
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