ORIE 5252
Last Updated
- Schedule of Classes - January 9, 2020 9:13AM EST
- Course Catalog - January 9, 2020 9:14AM EST
Classes
ORIE 5252
Course Description
Course information provided by the Courses of Study 2019-2020.
This course is taught by a seasoned finance professional and focuses on the tools and techniques used by quantitative traders. The topics covered include risk measurement and management, alpha forecasting methods, and the development and application of trade execution cost models. The emphasis of the course is to enable students to apply quantitative financial models within a real-life trading environment.
When Offered Fall.
Permission Note Enrollment limited to: financial engineering M.Eng. students in NYC.
Regular Academic Session.
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Credits and Grading Basis
2 Credits GradeNoAud(Letter grades only (no audit))
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Class Number & Section Details
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Meeting Pattern
- R Engineering in NYC
Instructors
Staff
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Additional Information
Taught in NYC. Enrollment limited to MEng Financial Engineering students and Cornell Tech ORIE students. Cornell Tech ORIE students MUST receive permission from Victoria Averbukh (vza1@cornell.edu) and the instructor.
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