QUANTITATIVE FINANCE

Catalog description

This is a course in mathematical models in finance, centered around the problem of how to apply quantitative methods to accurately solve finance problems. The first part of the course focuses on the success of mathematical finance in traditional areas. These include the time value of money, risk diversification, and factor models. The second part of the course emphasizes how to apply modern machine learning methods to finance datasets and introduces some popular regression and classification methods will be introduced. Specifically, this course addresses what is the difference between financial data and other data and how should machine learning methods be applied in this field. Some coding experience is encouraged, but not strictly required. 001995