Economics 349QF - Advanced Topics in Economics: 'Quantitative Finance'

This course uses computation and statistics to explore topics in modern quantitative portfolio and risk management. We cover models in financial econometrics, risk metrics, equity modeling, factor models, derivative pricing, and volatility surfaces, with emphasis on models that require numerical solutions. We learn to use a general purpose programming language to retrieve and explore data, implement models, and present results. The majority of class time is spent in the computer lab. No prior programming experience is required.

This course is open to juniors and seniors; Prereq: ECON-215 and ECON-220.