MMA 823 Analytics for Financial Mrkts
The course focuses on statistical tools and models used in the financial sector with particular attention to analysis of large, evolving, datasets. The use of big data and analytical approaches to risk assessment, market segmentation, financial product development and pricing and other important activities will be discussed in the context of increasingly complex and integrated global financial systems. Applications may include retail banking analytics, inter-day book value assessments and tests, stress-testing, and monte carlo techniques for pricing complex financial instruments.
The purpose of the Academic Calendar is to acquaint students with the academic requirements, regulations, policies, procedures and expectations of the Program. It is the responsibility of the student to read and understand the entire Academic Calendar. Questions about any of its contents should be directed to the Program Director.