Baruch MFE - Financial Engineering Program

MTH 9868 Advanced Risk and Portfolio Management

3.0 Hours; 3.0 Credits

The course provides in-depth understanding of quantitative modeling for the buy-side from the foundations to the newest developments. The most advanced statistical and optimization techniques are thoroughly explained in theory and visualized in practice with live MATLAB examples and exercises.

Prerequisite: MTH 9821

2016-06-08T22:17:47+00:00