PSTAT 223C - ADVANCED TOPICS IN FINANCIAL MODELING

Advanced topics in financial mathematics including: portfolio optimization, stochastic control, risk management, systemic risk, high frequency trading, numerical methods and computation.

Prerequisites: PSTAT 223A-B

PSTAT 223C

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ADVANCED TOPICS IN FINANCIAL MODELING

Alexander Shkolnik 3.7

M W

14:00 PM - 15:15 PM

90.7% A