MGT443 - Topics in Asset Pricing.

Advanced undergraduate course on quantitative finance. I cover the management of large data sets (e.g., trade-and-quote data), portfolio management and return factor models, option pricing, prediction algorithms, and stochastic price models. All topics are implemented in Python.

Marius Zoican
Marius Zoican
Assistant Professor of Finance

I study the impact of (new) technology on securities exchanges and asset management, as well as how to leverage technological innovations to build a better market.