Analytics of Finance, Fall 2010

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Author:

Kogan, Leonid

Subject:

Business, Social Sciences

Institution Name:

M.I.T.

Collection:

MIT OpenCourseWare

Grade Level:

Post-secondary

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.

Languages:

English

Material Type:

Assessments, Homework and Assignments, Readings, Syllabi

Media Format:

Text/HTML, Downloadable docs

Conditions of Use:

Creative Commons Attribution-Noncommercial-Share Alike 3.0
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