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Fall 2017 Mathematics GR5220 section 001
QUANT MTHDS IN INVESTMENT MGMT

Call Number 67148
Day & Time
Location
T 7:40pm-10:00pm
312 Mathematics Building
Points 3
Approvals Required None
Instructor Alexander Greyserman
Type SEMINAR
Course Description Prerequisites: Knowledge of statistics basics and programming skills in any programming language.  Surveys the field of quantitative investment strategies from a "buy side" perspective, through the eyes of portfolio managers, analysts and investors. Financial modeling there often involves avoiding complexity in favor of simplicity and practical compromise. All necessary material scattered in finance, computer science and statistics is combined into a project-based curriculum, which give students hands-on experience to solve real world problems in portfolio management. Students will work with market and historical data to develop and test trading and risk management strategies. Programming projects are required to complete this course.
Web Site CourseWorks
Department Mathematics
Enrollment 44 students (70 max) as of 11:50PM Tuesday, November 21, 2017
Subject Mathematics
Number GR5220
Section 001
Division Graduate School of Arts and Sciences
Open To School of the Arts, Engineering and Applied Science: Graduate, Graduate School of Arts and Science, International and Public Affairs, School of Professional Studies
Campus Morningside
Note MAFN students only. Open to the University 9/11
Section key 20173MATH5220G001

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SIS update 11/21/17 23:50    web update 11/22/17 07:48