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.
This class counts for a total of 9 credits. This is a graduate-level class.
You can find more information at the 15.460 Class Site site.
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