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15.450 Analytics of Finance | Sloan School of Management

15.450 Analytics of Finance | Sloan School of Management

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.... Show More

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