15.450 Analytics of Finance


Class Info

Provides a rigorous foundation for the main analytical techniques and quantitative methods necessary to succeed in the financial services industry. Topics include discrete and continuous asset pricing models, financial econometrics, machine learning methods, and dynamic optimization. Examples of applications include portfolio management, risk management, derivative pricing, and algorithmic trading.

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 http://www.google.com/search?&q=MIT+%2B+15.450&btnG=Google+Search&inurl=https site or on the 15.450 Stellar site.

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