Model Review for Quantitative Models in Finance
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Overview
Subject area
MTH
Catalog Number
9864
Course Title
Model Review for Quantitative Models in Finance
Department(s)
Description
This course covers the technical aspects of generating a quantitative model, back-testing it, and implementing it in production. Students will learn about the motivation and practical aspects of the model validation process, and its importance in the financial industry.This is an elective course in the Financial Engineering MS Program. Prerequisite: MTH 9814
Typically Offered
Fall, Spring, Summer
Academic Career
Graduate
Liberal Arts
Yes
Credits
Minimum Units
1.5
Maximum Units
1.5
Academic Progress Units
1.5
Repeat For Credit
No
Components
Name
Lecture
Hours
1.5
Requisites
025597