Enrollment End Date
Created byRaghu Sengupta
The course covers the latest tools used in Quantitative Finance and covers the whole gamut of relevant topics like boot strapping, time series analysis, stochastic programming, analysis of panel data, etc. It will equip the students with necessary tools needed to understand how these different concepts may be used in the field of quantitative finance
7.Advanced topics in Optimization
8.Time Series Analysis
9.Options & Dervatives
To access the content, please enroll in the course.
Course Syllabus & Schedule
Raghu Nandan Sengupta completed his Bachelors in engineering in Mechanical Engineering from Birla Institute of Technology Mesra, Ranchi INDIA and his FPM (PhD) from Indian Institute of Management Calcutta, INDIA with specialization in Operations Management.
His research interests are in Sequential Analysis, Statistical & Mathematical Reliability, Optimization and its use in Financial Optimization. His research work has been published in journals like Metrika, European Journal of Operational Research, Sequential Analysis, Computational Statistics & Data Analysis, Communications in Statistics: Simulation & Computation, Quantitative Finance, etc.
At Indian Institute of Technology Kanpur, INDIA he is a Professor in the Industrial & Management Engineering department and teaches courses like Probability & Statistics, Stochastic Processes & their Applications, Financial Risk Management, etc. He is also the recipient of IUSSTF Fellowship 2008 and visited Operations Research & Financial Engineering department at Princeton University, USA and ERASMUS MUNDUS Fellowship 2011 to Warsaw University, POLAND.