|
NOTE: Course information changes frequently. Please re-visit these pages periodically for the most recent and up-to-date information. | |
Fall 2019 Mathematics GR5260 section 001 PROG FOR QUANT & COMP FINANCE | |
| Call Number | 50646 |
| Day & Time Location |
R 8:10pm-10:00pm 312 Mathematics Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | None |
| Instructor | Keith Lewis |
| Type | LECTURE |
| Method of Instruction | Classroom |
| 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 | Vergil |
| Department | Mathematics |
| Enrollment | 22 students (60 max) as of 4:35PM Thursday, December 12, 2019 |
| Subject | Mathematics |
| Number | GR5260 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Open To | Barnard College, Columbia College, Engineering:Graduate, GSAS, Global Programs, General Studies, SIPA, Professional Studies |
| Campus | Morningside |
| Note | MAFN students only. Open to the University 9/10 |
| Section key | 20193MATH5260G001 |
Home About This Directory Online Bulletins ColumbiaWeb SSOL | |