开始时间: 04/22/2022 持续时间: 未知
所在平台: MIT公开课 课程类别: 商业与管理学 大学或机构: ocw |
课程主页: http://ocw.mit.edu/courses/sloan-school-of-management/15-450-analytics-of-finance-fall-2010
课程评论:没有评论
This course covers the key quantitative methods of finance: financial econometrics and statistical inference for financial applications; dynamic optimization; Monte Carlo simulation; stochastic (Itô) calculus. These techniques, along with their computer implementation, are covered in depth. Application areas include portfolio management, risk management, derivatives, and proprietary trading.