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Fall 2019 Mathematics GR5220 section 001

Call Number 50716
Day & Time
T 7:40pm-10:00pm
312 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Alexander Greyserman
Method of Instruction Classroom
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 Vergil
Department Mathematics
Enrollment 62 students (70 max) as of 7:03PM Thursday, February 20, 2020
Status Full
Subject Mathematics
Number GR5220
Section 001
Division Graduate School of Arts and Sciences
Campus Morningside
Note MAFN students only. Open to the University 9/9
Section key 20193MATH5220G001

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