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MTH 9865 Commodities and Futures Trading

1.5 Hours; 1.5 Credits This course covers trading and hedging in futures markets. Students will implement trading strategies using futures and options on futures, and analyze their risk, including counterparty risk, and performance based on trading costs and frequency of trading. Energy futures and their trading will be emphasized. Prerequisite: MTH 9814 and MTH 9815; [...]

MTH 9865 Commodities and Futures Trading 2016-06-08T22:17:56+00:00

MTH 9864 Model Review for Quantitative Models in Finance

1.5 Hours; 1.5 Credits This course covers the technical aspects of generating a quantitative model, back-testing it, and implem enting it in production. Students will learn about the motivation and practical aspects of the model validatio n process, and its importance in the financial industry. Prerequisite: MTH 9814

MTH 9864 Model Review for Quantitative Models in Finance 2016-06-08T22:18:03+00:00

Baruch MFE’s Team Wins Fourth Place in 2014 Rotman International Trading Competition

The Baruch College’s Master of Financial Engineering (MFE) program won 4th place (out of 52 teams from 48 universities) at 11th Rotman International Trading Competition held in February 2014 in Toronto. This is the fourth year in a row a Baruch MFE team is in Top 5 at RITC (after winning the competition in 2012 [...]

Baruch MFE’s Team Wins Fourth Place in 2014 Rotman International Trading Competition 2016-10-20T16:27:55+00:00

Ivan Matic

Mailing address: Department of Mathematics Box B6-230, Baruch College One Bernard Baruch Way New York, NY 10010, USA

Ivan Matic 2016-10-20T16:27:56+00:00

Dr. Jim Gatheral Named Presidential Professor at Baruch College

  April 11, 2013. It is with great pleasure that we are able to announce that Dr. Jim Gatheral of the Financial Engineering Masters Program at Baruch College was named Presidential Professor at Baruch College, City University of New York. Dr. Gatheral joined Baruch College in August 2010, after a distinguished career in finance, most recently as [...]

Dr. Jim Gatheral Named Presidential Professor at Baruch College 2016-10-20T16:27:56+00:00

Baruch MFE – Third year in a row in Top 3 at the Rotman International Trading Competition

  The Baruch Financial Engineering Program won 3rd place (out of 48 teams) at the Rotman International Trading Competition held in February 2013 at University of Toronto. This is the third year in a row a Baruch MFE team is in Top 3 at RITC (after winning the competition in 2012 and placing 3rd in [...]

Baruch MFE – Third year in a row in Top 3 at the Rotman International Trading Competition 2016-10-20T16:27:57+00:00

Baruch MFE Program – Second Place in the 2012 IAFE Academic Case Competition

The Baruch MFE Program won second place in the IAFE Academic Case Competition, which was announced at the IAFE Annual Gala in February 2013. Having our students at the very top in both trading competitions (winning the Rotman International Trading Competition in 2012) and case competitions is unique. The breadth of their knowledge and interests [...]

Baruch MFE Program – Second Place in the 2012 IAFE Academic Case Competition 2016-10-20T16:27:57+00:00

Baruch MFE student JP Alonso – Second Place in the Metaquotes Automated Trading Championship 2012

  Baruch MFE student Juan Pablo Alonso (Baruch MFE'13) won second place in the 2012 Metaquotes Automated Trading Championship held from October 1st to December 28th, 2012, and a $25,000 money prize. Juan Pablo programmed a fully automated currency trading robot that ran without human interaction for the three months of the competition. The program [...]

Baruch MFE student JP Alonso – Second Place in the Metaquotes Automated Trading Championship 2012 2016-10-20T16:27:57+00:00

The Baruch MFE Program Wins the 2012 Rotman International Trading Competition (RITC)

The Baruch MFE students won the 2012 Rotman International Trading Competition. The Baruch MFE teams ranked first and fourth place out of 50 teams in the ninth annual Rotman International Trading Competition that took place in February 2012 at University of Toronto. Top Five: 1. Baruch College 2. University of Rome - LUISS Guido Carli [...]

The Baruch MFE Program Wins the 2012 Rotman International Trading Competition (RITC) 2016-10-20T16:27:58+00:00

Baruch MFE Tenth Anniversary – September 2012

New York City - Over 200 people celebrated the 10 year anniversary of the Financial Engineering Program at Baruch College on Monday, Sept 24, 2012. Recognized at the reception were major contributors to the success of the Baruch MFE Program, including alumni, faculty, friends from the financial industry, as well as leaders of City University [...]

Baruch MFE Tenth Anniversary – September 2012 2016-10-20T16:27:58+00:00