Analytics of Finance
About
Instructor(s)
Prof. Leonid Kogan
MIT Course Number
15.450
As Taught In
Fall 2010
Level
Graduate
Course Features
Course Description
This course covers the key quantitative methods of finance: financial econometrics and statistical inference for financial applications; dynamic optimization; Monte Carlo simulation; stochastic (Itô) calculus. These techniques, along with their computer implementation, are covered in depth. Application areas include portfolio management, risk management, derivatives, and proprietary trading.
Content
5 sections 32 items