ORIE 5252
Last Updated
- Schedule of Classes - September 10, 2024 10:17AM EDT
- Course Catalog - September 10, 2024 9:48AM EDT
Classes
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ORIE 5252
Course Description
Course information provided by the Courses of Study 2024-2025. Courses of Study 2024-2025 is scheduled to publish mid-June.
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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