Analytics of Finance, Fall 2010
(Complete Item Description)
- Abstract:
This course covers the key quantitative methods of finance: financial econometrics and statistical inference for financial applications; dynamic optimization; Monte Carlo simulation; stochastic (It) calculus. These techniques, along with their computer implementation, are covered in depth. Application areas include portfolio management, risk management, derivatives, and proprietary trading.
- Subject:
- Business, Social Sciences
- Grade Level:
- Post-secondary
- Collection:
- MIT OpenCourseWare
