Computational Techniques for Finance

QST FE 459

The course will teach students how to use computational techniques to implement financial algorithms for security pricing and risk analysis including, bonds, stocks, and options. This will be a rigorous, hands-on programming course to prepare students for quantitative jobs in finance. The overall objective of the course is to enhance the students' understanding of the well-known financial models used to price securities including bonds and options and to evaluate the risk and return characteristics of stocks and portfolios. After the course, students will have a deeper understanding of investment portfolios, risk management techniques that use derivatives, and arbitrage strategies. Additionally, students will become comfortable with a modern programming language based on functional and object-oriented programming which will enhance their job opportunities in a variety of fields beyond finance.

FALL 2023 Schedule

Section Instructor Location Schedule Notes
A1 Stevens HAR 410 TR 11:00 am-12:15 pm Stamped Approval
Class Closed

SPRG 2024 Schedule

Section Instructor Location Schedule Notes
A1 Stevens HAR 326 TR 11:00 am-12:15 pm Stamped Approval
Class Closed

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.