15.460 Financial Engineering
Provides an introduction to financial engineering, covering topics such as asset pricing theory and applications, optimization, market equilibrium, market frictions, risk management, and advanced topics. Assumes solid undergraduate-level background in calculus, probability, statistics, and programming and includes a substantial coding component. Materials and review sessions use R. Students are encouraged but not required to use R for assignments and projects.
Lecture occurs 2:30 PM to 4:00 PM on Mondays and Wednesdays in E62-223.
This class counts for a total of 9 credits.
MIT 15.460 Financial Engineering Related Textbooks
MIT 15.460 Financial Engineering On The Web
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