Fall 2020 (Non-Substantive Changes ONLY)
This course expands the key insights from the prior quantitative finance classes such as Derivatives and Fixed Income by using more advanced tools in statistics and applied mathematics. Its focus is on devising new and innovative financial products, often employing financial derivatives and related dynamic strategies, to address pmifolio and risk-management problems. The course structure involves an introductory lectures and case discussions in the first half, and a capstone "real life" group project where students will seek to address specific problems in finance faced by sell-side banks, and buy-side corporate clients or investment funds. Each project will focus on practical economic needs and standard activities of a specific client and/or bank and the use of derivatives and dynamic strategies to solve them.
Every Other Term
Your department or program fields a variety of courses to meet distinct educational needs. Please explain how this course fits into your department's plan for participating in the general education curriculum of the College. The sector panel will want to know what is distinctive about this course along with the other courses your department lists in the sector that makes them suitable for the sector requirement.
Course offered summer, fall and spring terms
Sector II - History and Tradition