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Fall 2019 Mathematics GR5420 section 001
MODEL & TRADE DERIVATIVESMATH
MODELING AND TRADING DERIVATIV

Call Number 50719
Day & Time
Location
S 10:10am-12:00pm
312 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructor Amal Moussa
Type SEMINAR
Method of Instruction Classroom
Course Description Prerequisites: Math GR5010 Required: Math GR5010 Intro to the Math of Finance (or equivalent),Recommended: Stat GR5264 Stochastic Processes – Applications I (or equivalent) The objective of this course is to introduce students, from a practitioner's perspective with formal derivations, to the advanced modeling, pricing and risk management techniques that are used on derivatives desks in the industry, which goes beyond the classical option pricing courses focusing solely on the theory. The course is divided into four parts: Differential discounting, advanced volatility modeling, managing a derivatives book, and contagion and systemic risk in financial networks.
Web Site Vergil
Department Mathematics
Enrollment 64 students (60 max) as of 5:05PM Sunday, September 22, 2019
Status Full
Subject Mathematics
Number GR5420
Section 001
Division Graduate School of Arts and Sciences
Open To School of the Arts, Barnard, Columbia College, Engineering and Applied Science: Undergraduate, 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
Note MAFN students only. Open to the University 9/9
Section key 20193MATH5420G001

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