Quantitative Finance

Start Date
01/07/2018

End Date
07/09/2018

Enrollment End Date
07/09/2018

No. of
Enrollments
740 students

No course
syllabus uploaded

Created by

Raghu Sengupta
IIT Madras
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Course Language
English
Course Type
Scheduled
Video transcripts
Course Category
Management
Learning Path
Undergraduate
Course Length
0 Hours
Weekly time commitments
0 Hours
Course Completion
Exam Date
To be announced
Credits
0

67

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Overview

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

 

SYLLABUS OUTLINE

1.Microeconomics

2.Macroeconomics

3.Statistics

4.Distribution 

5.Sampling Techniques

6.Optimization

7.Advanced topics in Optimization

8.Time Series Analysis

9.Options & Dervatives

To access the content, please enroll in the course.

Faculty

Raghu Sengupta


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.

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