BUS-F434 Quantitative Finance

• 16 weeks
• 3 credits
• Prerequisite(s): P/C: BUS-S 364 or BUS-S 432

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.