Special Topics in Mathematics

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Overview

Subject area

MTH

Catalog Number

9900

Course Title

Special Topics in Mathematics

Department(s)

Description

This course is designed to expose the advanced student to a variety of mathematical topics that are not covered in the regular curriculum. Topics will vary from year to year.

Typically Offered

Fall, Spring, Summer

Academic Career

Graduate

Liberal Arts

Yes

Credits

Minimum Units

3

Maximum Units

3

Academic Progress Units

3

Repeat For Credit

Yes

Total Completions Allowed

31

Components

Name

Thesis Research

Hours

1

Course Topic ID

1

Formal Description

Microstructure Models

Course Topic ID

2

Formal Description

Quantitative Portfolio Management

Course Topic ID

3

Formal Description

Computational Methods for Finance

Course Topic ID

4

Formal Description

Object Oriented Programming for Finance

Course Topic ID

5

Formal Description

Variance Reduction

Course Topic ID

6

Formal Description

Credit Ratings

Course Topic ID

7

Formal Description

Times Series Models

Course Topic ID

8

Formal Description

CCAR and Stress Testing

Course Topic ID

9

Formal Description

Implied Volatility

Course Topic ID

10

Formal Description

Implied Volatility Approximations

Course Topic ID

11

Formal Description

Adoim Algorithmic Differentiation

Course Topic ID

12

Formal Description

Quant Research

Course Topic ID

13

Formal Description

Curricular Practical Learning

Course Topic ID

14

Formal Description

Statistical Arbitrage Trading Strategy

Course Topic ID

15

Formal Description

Option Pricing

Course Topic ID

16

Formal Description

Implementation of Trading Strategy

Course Topic ID

17

Formal Description

Ind Study Spec Topi

Course Topic ID

18

Formal Description

Credit Risk Modeling Research

Course Topic ID

19

Formal Description

Finite Derivatives

Course Topic ID

20

Formal Description

Implied Volatility Fast Computations

Course Topic ID

21

Formal Description

Asset Management Strategies

Course Topic ID

22

Formal Description

Financial Engineering

Course Topic ID

23

Formal Description

Prepayment & Deposit Modeling

Course Topic ID

24

Formal Description

SPX Options Volatility Surface Modelling

Course Topic ID

25

Formal Description

Trading Analysis

Course Topic ID

26

Formal Description

Enhanced Rough Volatility

Course Topic ID

27

Formal Description

Statistics and Data Analysis for Financial Eng

Course Topic ID

28

Formal Description

Enhanced Rong Violating Forecasting

Course Topic ID

29

Formal Description

Quant Roles on the Buy-Side

Course Topic ID

30

Formal Description

Rough Volatility Models

Course Topic ID

31

Formal Description

Machine Learning in Predicting Stock Prices

Course Topic ID

32

Formal Description

Implied Volatility Fast Computation

Course Topic ID

33

Formal Description

Active Equity Management

Course Topic ID

34

Formal Description

Stochastic Calculus

Course Topic ID

35

Formal Description

Extension of Donsker’s Theorem

Course Topic ID

36

Formal Description

Triangle Arbitrage

Course Topic ID

37

Formal Description

Systematic/Algorithmic Trading

Course Topic ID

38

Formal Description

Learning to Predict Probability of Default

Course Topic ID

39

Formal Description

American Exotic Option Pricing

Course Topic ID

40

Formal Description

Financial Derivatives Pricing

Course Topic ID

41

Formal Description

Machine Learning Based trading App

Course Topic ID

42

Formal Description

Active Portfolio Managem

Course Topic ID

43

Formal Description

Super and Sub-Replication

Course Topic ID

44

Formal Description

Numerical Methods in Options Pricing

Course Topic ID

45

Formal Description

Short term implied volatility computations

Course Topic ID

46

Formal Description

Parametic Curve

Course Topic ID

47

Formal Description

Machine learning in Finance.

Course Topic ID

48

Formal Description

Textual analysis of 8K’s

Course Topic ID

49

Formal Description

Volatility Models and VIx

Course Topic ID

50

Formal Description

Black-Box Optimization

Course Topic ID

51

Formal Description

Parametric models

Course Topic ID

52

Formal Description

Trading Systems

Course Topic ID

53

Formal Description

SPX Iimplied Volatility

Course Topic ID

54

Formal Description

Volatility Surface Mod. & imp

Course Topic ID

55

Formal Description

Trading on Line

Course Topic ID

56

Formal Description

Quant Anal in Oil and Natl Gas Mkt

Course Topic ID

57

Formal Description

Ind Vol Modeling VIX Opts

Course Topic ID

58

Formal Description

Generative Models

Course Topic ID

59

Formal Description

Alpha Signals

Course Topic ID

60

Formal Description

American option vol surface distribution fitting

Course Schedule