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Note: This is the 2017–2018 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
Note: This is the 2017–2018 eCalendar. Update the year in your browser's URL bar for the most recent version of this page, or .
Finance : The course is built around a series of practical applications (backtesting trading strategies, yield curve modelling, derivatives hedging) and consists of lab sessions where lectures are mixed with time and support for solving the tasks in Matlab. No programming experience is required, but a willingness to learn is.
Terms: Fall 2017
Instructors: Ericsson, Jan Edvard; Zhou, Evan (Fall)