Skip to main content
Courses

BUS-F 434: QUANTITATIVE FINANCE (3 credits)

About

Methods for Quantitative analysis of asset prices using Python. Topics include properties of equity returns, mean-variance portfolio optimization, lifecycle investing, risk factors, return predictability, models of time-vary volatility, various "anomalies" leading to trading strategies that generate alpha, Monte Carlo simulation, option pricing, and machine learning applications for asset price prediction.

Resources