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Fall 2017 Mathematics GR5260 section 001

Call Number 70047
Day & Time
R 8:10pm-10:00pm
203 Mathematics Building
Points 3
Approvals Required None
Instructor Keith Lewis
Course Description This course covers programming with applications to finance. The applications may include such topics as yield curve building and calibration, short rate models, Libor market models, Monte Carlo simulation, valuation of financial instruments such as options, swaptions and variance swaps, and risk measurement and management, among others. Students will learn about the underlying theory, learn coding techniques, and get hands-on experience in implementing financial models and systems.
Web Site CourseWorks
Department Mathematics
Enrollment 39 students (75 max) as of 11:44PM Sunday, February 18, 2018
Final Exam Day/Time
R 7:10pm-10:00pm
Final Location 203 Mathematics Building
Subject Mathematics
Number GR5260
Section 001
Division Graduate School of Arts and Sciences
Open To Barnard, Columbia College, Engineering and Applied Science: Graduate, Graduate School of Arts and Science, General Studies, School of Professional Studies, Global Programs, International and Public Affairs
Campus Morningside
Section key 20173MATH5260G001

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SIS update 02/18/18 23:44    web update 02/19/18 15:04