15.450 Analytics of Finance


Class Info

Introduces a set of modern analytical tools to solve practical problems in finance. Aims to build operational models, take them to the data, and use them to aid financial decision making. Topics include statistical inference and forecasting, event study analysis, structural approach to extract information from financial data, machine learning methods, and static and dynamic optimization in finance. Example applications include the development of quantitative trading strategies, credit scoring models, portfolio optimization under constraints, and private equity valuation.

This class has 15.401, 15.414, and 15.415 as prerequisites.

15.450 will not be offered this semester. It will be available in the Spring semester, and will be instructed by H. Chen.

Lecture occurs 1:00 PM to 2:30 PM on Tuesdays and Thursdays in E62-262.

This class counts for a total of 12 credits.

You can find more information at the MIT + 15.450 - Google Search site or on the 15.450 Stellar site.

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