Baruch College Department of Mathematics | MTH 4600 – Data Analysis and Simulation for Financial Engineers

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MTH 4600 – Data Analysis and Simulation for Financial Engineers

This is a “capstone” course for financial engineering majors which brings to life their sophisticated mathematical background (in probability, stochastic processes, statistics, and financial mathematics) by connecting it to hands-on analysis of data and simulation techniques needed for real world financial engineering applications. Course topics include time series analysis, Markov Chain Monte Carlo methods, hidden Markov models, portfolio risk management.

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