Current Courses

Curriculum

Course Descriptions

Current Courses

Autumn 2007

Stat 547: Derivatives
Instructor: David Basterfield
Time: MWF 5:00 PM - 6:20 PM
Location: MGH 242

Stat 535: Statistical Computing
Instructor: Marina Meila
Time: TTh 11:30 AM - 12:50 PM
Location: EEB 042

Autumn 2006

Stat 547: Derivatives
Instructor: Dan Osborn
Time: MWF 8:00-9:20
Location: MGH 085

Stat 535: Statistical Computing
Instructor: Marina Meila
Time: TTh 11:30-12:50
Location: EE Building 003

Spring 2006

Stat 549: Statistical Methods for Portfolios
Instructor: Doug Martin
Time: MWF 8:00-9:20
Location: MGH 254

Stat 593D: Credit Derivatives and Credit Risk
Instructor: Terry Leitch
Time: T 5:30-7:30
Location: BLM 416

Econ 424: Computational Finance and Financial Econometrics
Instructor: Eric Zivot
Time: MW 8:30-10:20
Location: SAV 216

Winter 2006

Finance 562: Management of Financial Risk
Instructor: Jefferson Duarte
Time: MW 3:30-5:20
Location: Balmer 311

Finance 590: Capital Markets Theory
Instructor: Jaehoon Hanh
Time: MW 10:30-12:20
Location: Balmer 203

Finance 592: Empirical Asset Pricing
Instructor: Jefferson Duarte
Time: T 1:30-5:20
Location: Balmer 308

Math/Stat 492: Stochastic Calculus for Option Pricing
Instructor: Chris Burdzy
Time: MWF 12:30-1:20
Location: Sieg 226

Stat 538: Statistical Computing
Instructor: Marina Meila
Time: TTh 11:30-12:50
Location: Padelford C301

Fall 2005

STAT 591A–Stochastic Optimization and Asset Management (FIVE WEEK SHORT COURSE)
Instructor: William T. Ziemba
Time: MT 4:30-6:00 (Oct. 31 - Nov. 29)
Location: Padelford C-301

STAT 547–Derivatives: Theory, Statistics and Computation
Instructor: Doug Martin
Time: MW 8:00-9:20
Location: Mary Gates Hall 238

ECON 424–Computational Finance and Financial Econometrics
Instructor: Wei-Choun Yu
Time: TTh 3:30-5:20
Location: Savery 315

IND ENG 599B–Introduction to Financial Engineering
Instructor: Daniel Osborn
Time: MW 9:30-11:50
Location: Mechanical Engineering Building 235