Courses of Study 2018-2019 
    Sep 28, 2023  
Courses of Study 2018-2019 [ARCHIVED CATALOG]

Add to Favorites (opens a new window)

ORIE 5252 - Special Topics in Financial Engineering

Fall. 2 credits. Letter grades only (no audit).

Enrollment limited to: financial engineering M.Eng. students in NYC. Offered in New York City.


This course is taught by a seasoned finance professional and focuses on the tools and techniques used by quantitative traders. The topics covered include risk measurement and management, alpha forecasting methods, and the development and application of trade execution cost models. The emphasis of the course is to enable students to apply quantitative financial models within a real-life trading environment.

Add to Favorites (opens a new window)