ORIE 5255

ORIE 5255

Course information provided by the Courses of Study 2017-2018.

This course will introduce students to the subject of market microstructure and the hottest areas of study within the field of microstructure, so that students learn about the most topical developments in this vibrant area of financial research.  Specifically, the course will focus on the recent electronification of the financial markets, and the resulting effects including changes in business structures and investing regimes, emergence of new financial constructs, such as ETFs and HFT and occurrences such as flash crashes. 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.

View Enrollment Information

Syllabi: none
  •   Regular Academic Session. 

  • 2 Credits GradeNoAud

  • Topic: Real-Time Risk

  • 12256 ORIE 5255   LEC 030

  • Taught in NYC. Enrollment limited to: ORIE MEng Financial Engr. students.