2 Classes (21 Units)15.071 (12), 15.467 (9)
15.071 The Analytics Edge
Presents real-world examples in which quantitative methods provide a significant competitive edge that has led to a first order impact on some of today's most important companies. Examples include finance (quantitative asset management and options pricing), sports, health care, revenue management, supply chains, and the Internet. Outlines the competitive landscape. Presents the key quantitative methods that created the edge (data-mining, dynamic optimization, simulation), and discusses their impact. Uses R programming language. Includes team projects. Meets with 15.0711 when offered concurrently. Expectations and evaluation criteria differ for students taking graduate version; consult syllabus or instructor for specific details.
This class has no prerequisites.
15.071 will not be offered this semester. It will be available in the Spring semester, and will be instructed by D. Bertsimas.
Lecture occurs 1:00 PM to 2:30 PM on Mondays and Wednesdays in E51-345.
This class counts for a total of 12 credits.
You can find more information at the MIT + 15.071 - Google Search site.
15.467 Asset Management, Lifecycle Investing, and Retirement Finance
Organized around applying finance science and financial engineering in three related financial-service activities: asset management, lifecycle investing, and retirement finance. Develops the necessary tools of derivative pricing and risk measurement, portfolio analysis and risk accounting, and performance measurement to analyze and implement concepts and new product ideas. Students should be familiar with basic portfolio-selection theory, CAPM, options, futures, swaps and other derivative securities. Preference to MBA and MFin students.
This class has 15.433 as a prerequisite.
15.467 will not be offered this semester. It will be available in the Spring semester, and will be instructed by R. Merton.
Lecture occurs 1:00 PM to 2:30 PM on Mondays and Wednesdays in E62-276.
This class counts for a total of 9 credits.
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