Brandeis International Business School

Prerequisites: FIN 201a, FIN 204a, and FIN 215f.

Advanced Quantitative Analysis in Finance is a course to introduce students to a broad range of topics related to using quantitative models and the latest financial technologies to generate time value of money via a term structure, trading signals, price instruments, calculate/manage risks and the creation of an algorithmic trading application. This course is designed to be relevant to any finance student that wishes to build a skillset that can harness the power of the computer, computer science, and quantitative analysis to various applications in finance. A set of these applications in finance that are relevant are time series analysis and forecasting, determining trading signals from an exchange limit order book, security pricing using Monte Carlo simulation, building a term structure of interest rates, algorithmic programming, and risk analysis. Usually offered every year.
Ahmad Namini