2 Classes (21 Units)

15.071 (12), 15.467 (9)

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15.071 The Analytics Edge

Class Info

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 be offered this semester (Spring 2019). It is instructed by D. Bertsimas.

Lecture occurs 4:00 PM to 5:30 PM on Mondays and Wednesdays in E51-315.

This class counts for a total of 12 credits.

You can find more information at the MIT + 15.071 - Google Search site.

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15.467 Asset Management, Lifecycle Investing, and Retirement Finance

Class Info

Built for students focused on financial services careers - professional asset management, financial product design, trading, sales, consulting, or regulatory oversight of the financial industry. Applies finance science and financial engineering tools and theory to asset management, lifecycle investing, and retirement finance. Focuses on foundational analytical tools students will rely upon throughout their careers - 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 be offered this semester (Spring 2019). It is 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.

You can find more information at the MIT + 15.467 - Google Search site or on the 15.467 Stellar site.

Required Textbooks
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MIT 15.467 Asset Management, Lifecycle Investing, and Retirement Finance Related Textbooks
MIT 15.467 Asset Management, Lifecycle Investing, and Retirement Finance On The Web
MIT + 15.467 - Google Search

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