INTD0318A-S16
Quantitative Finance
Quantitative Finance
In this course students will develop the technical skills needed to do serious applied financial research, the most important of which is proficiency with R and R Studio. We will briefly review the history and approach of academic research in equity pricing via selected readings. Students will work as teams to replicate the results of a published academic paper and then extend those results in a non-trivial manner. This course is designed for two types of students: first, those interested in applied financial research, and second, those curious about how that research is used and evaluated by finance professionals. Professor Colander will be assisting with the class, giving occasional lectures, and connecting the class to broad liberal arts themes. (BIOL 0211, ECON 0210, MATH 0116, or PSYC 0201 concurrent or prior; or by approval)
In this course students will develop the technical skills needed to do serious applied financial research, the most important of which is proficiency with R and R Studio. We will briefly review the history and approach of academic research in equity pricing via selected readings. Students will work as teams to replicate the results of a published academic paper and then extend those results in a non-trivial manner. This course is designed for two types of students: first, those interested in applied financial research, and second, those curious about how that research is used and evaluated by finance professionals. Professor Colander will be assisting with the class, giving occasional lectures, and connecting the class to broad liberal arts themes. (BIOL 0211, ECON 0210, MATH 0116, or PSYC 0201 concurrent or prior; or by approval)
- Term:
- Spring 2016
- Location:
- Wright Memorial Theater SEM(WTH SEM)
- Schedule:
- 1:30pm-4:15pm on Monday (Feb 15, 2016 to May 16, 2016)
- Type:
- Seminar
- Instructors:
- David Kane
- Subject:
- Interdepartmental
- Department:
- Interdepartmental
- Division:
- Interdisciplinary
- Requirements Fulfilled:
- Levels:
- Undergraduate
- Availability:
- View availability, prerequisites, and other requirements.
- Course Reference Number (CRN):
- 22424
- Subject Code:
- INTD
- Course Number:
- 0318
- Section Identifier:
- A