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FINE 452. Applied Quantitative Finance.

Credits: 3
Offered by: Management (Desautels Faculty Management)
This course is not offered this catalogue year.

Description

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.
  • Prerequisite(s): MGCR 341 and MGCR 271 or equivalent

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