Financial Engineering Capstone Project

Catalog description

This course will be an intensive/exploration/hands on course that will consist of two phases, Phase I will be a preparation phase in which the student will acquire on his/her own all the financial terminology to be used throughout the semester. Examples of the topics to be covered in this phase include asset pricing, statistical analysis of high-frequency data, merger and acquisitions, portfolio formation, assessment and traditional portfolio theory, and market anomalies. In Phase II students are required to select a topic from these areas and conduct a research project.