3 Hours; 3 Credits General analysis of the different types of securities, the markets in which they are traded, the different security valuation models, and the basic portfolio analysis, and valuation models. Applicable cases and problems will be assigned. Required for all finance majors.
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3 Hours; 3 Credits This course explores the volatility surface. The implications of various modeling assumptions such as stochastic volatility are explored as are the consequences for modeling of various empirical observations. The course covers the most recent technical developments in the field, such as multi-timescale modeling, efficient simulation of stochastic volatility models and model [...]
3 Hours; 3 Credits This course will give students an overview of the big data technologies that will help efficiently store, extract, and process very large datasets. Students will learn key data analysis and management techniques, including critical concepts such as Distributed File Systems (storage concepts) and MapReduce/Spark (processing concepts) that power modern big data [...]
3 Hours; 3 Credits The aim of this course is to provide the students with experience in applying mathematical models, cutting-edge algorithms, and large-scale computing resources to the analysis of big data in real-world settings. Subjects to be covered will be drawn from areas such as time series analysis, mathematical modeling, formulation of algorithms, and [...]
1.5 Hours; 1.5 Credits This course provides a survey of the challenges, concepts and methodologies employed in Natural Language Processing (NLP). The subject brings together the modeling of the underlying structure of human language with the flexibility and power of neural networks and other algorithmic approaches. The course covers modeling the parts of speech, disambiguation, [...]
1.5 Hours; 1.5 Credits This course covers the implementation of modern execution strategies and high frequency trading strategies and evaluating their performance. The risk management of these strategies, as well as their monitoring and associated portfolio construction are also covered. Prerequisite: MTH 9815
Baruch College’s Masters of Financial Engineering (MFE) team won the sixth annual International Association for Quantitative Finance (IAQF) competition, in a three-way tie at the top. The competition featured 25 teams from 19 MFE programs. This victory marks the third consecutive year the Baruch MFE Program has won the IAQF and adds to what has [...]
The Baruch College’s Master of Financial Engineering Program won First Place (out of 52 teams) at the 14th Rotman International Trading Competition held in February 2017 in Toronto. This is our second win in a row after the record-breaking win from 2016, and the third win all-time, after winning RITC 2012. The performance of the [...]
The Baruch MFE team won the 5th IAQF Student Competition, the second year in a row our students win the competition. In a competition of 27 teams from 17 programs, our students worked on estimating industry sensitivities to oil prices and the effectiveness of hedges of oil price risks. Teams from UC Berkeley and University [...]
The Baruch College’s Master of Financial Engineering (MFE) program won 1th place (out of 52 teams) at 13th Rotman International Trading Competition held in February 2016 in Toronto. This was a record-breaking year and a unique win in the history of the competition: - we won three of the six events (commodities trading, credit risk, [...]