Directory of Classes
NOTE: Course information changes frequently. Please re-visit these pages periodically for the most recent and up-to-date information.

Fall 2019 Mathematics GR5340 section 001

Call Number 50718
Day & Time
F 6:10pm-8:00pm
203 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Rosanna Pezzo
Method of Instruction Classroom
Course Description Prerequisites: comfortable with algebra, calculus, probability, statistics, and stochastic calculus. The course covers the fundamentals of fixed income portfolio management. Its goal is to help the students develop concepts and tools for valuation and hedging of fixed income securities within a fixed set of parameters. There will be an emphasis on understanding how an investment professional manages a portfolio given a budget and a set of limits.
Web Site Vergil
Department Mathematics
Enrollment 20 students (40 max) as of 7:03PM Thursday, February 20, 2020
Status Full
Subject Mathematics
Number GR5340
Section 001
Division Graduate School of Arts and Sciences
Campus Morningside
Note MAFN students only. Open to the University 9/9
Section key 20193MATH5340G001

Home      About This Directory      Online Bulletins      ColumbiaWeb      SSOL
SIS update 02/20/20 19:03    web update 02/20/20 21:23