MGT443H5 • Quantitative Finance

This course represents a hands-on introduction to modern quantitative finance and risk-management models. The course will enable students to build computer algorithms tailored to financial problems. Emphasis is placed on high-frequency trading data,  portfolio optimization and factor models for security pricing, machine learning and prediction, risk quantification and management, and option pricing algorithms.

MGT412H5 Special Topics in Management: Computational Finance (Winter 2020 & Winter 2021)
Social Science
24L
In Class
Management