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Mathematics 16:643:628 Topics in Mathematical Finance: Advanced Risk and Portfolio Management (ARPM)

Course info:

Topics in Mathematical Finance: The Advanced Risk and Portfolio Management (ARPM) course consists of two components: a six day boot camp from August 12 to August 17, 2019 in New York City (https://www.arpm.co/bootcamp/) and a once a week seminar course on campus in the Fall semester. Final grades will be assigned at the end of the course based on the students' attendance on both and performance on an assigned project that utilizes the tools and concepts from the ARPM program.

The program covers four topics: Financial Engineering, Data Science, Quantitative Risk Management and Quantitative Portfolio Management. The students can access these program materials upon the boot camp completion via the ARPM website. The boot camp will provide the students with an introduction and a road map to navigate these materials. Further discussion and application of these materials are implemented in the seminar course during the Fall semester.

Student must contact Ana Mastrogiovanni (This email address is being protected from spambots. You need JavaScript enabled to view it.) to obtain a special permission number for registration. Please note the Fall semester meeting with Professor Pham will meet on Wednesdays from 5:10 to 6:30 pm in Hill 705.

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