BUS 595 ADVANCED TOPICS IN FINANCE: QUANTITATIVE METHODS

Spring 2014

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BUS 605 FYS RESEARCH OLD EXAMS DEPARTMENT

Syllabus 

DATE(DAY)

TOPIC

NOTE

Remark

1/14 (T)

Introduction and Setup

L1


1/16 (Th)

Data Basics

L2

 

1/21 (T)

Control Flow - If Statement

L3

 

1/23 (Th)

Control Flow - For Loops

L4

 

1/28 (T)

Load Data Files

L5

 

1/30 (Th)

Numerical Methods and Bond Pricing

L6

Bond Example

2/4 (T)

Load Data Files from the Web

L7

 

2/6 (Th)

Numerical Methods and Implied Volatility

L8

Implied Volatility Example

2/11 (T)

Merging Data Files and Some Statistical Functions

L9

 

2/13 (Th)

Monte Carlo Simulation

L10

Sample Code

2/18 (T)

Monte Carlo Simulation: NCAA Challenge

L11

NCAA Result; Sample Code

2/20 (Th)

Simple Encryption: the Caesar Cipher

L12

Sample Code

2/25 (T)

Numerical Methods and Two–Asset Portfolios

L13

Two Assets; Three Assets

2/27 (Th)

K–Means Clustering: Excel

L14

Stock Data; Template

 

Spring Break

 

No Class

3/11 (T)

K–Means Clustering: Python

L15

Result

3/13 (Th)

More Data Scraping

L16

Stock List

3/18 (T)

Regression Basics and the CAPM

L17

 

3/20 (Th)

Data Visualization

L18

Usage Data

3/25 (T)

Out–of–Sample Forecast

L19

AR Data; Market Data

3/27 (Th)

Decision Making and the ROC Curve

L20

S&P 500 Data

4/1 (T)

from scheduling import take_a_break 

   

4/3 (Th)

Supervised Segmentation

L21

Mushroom; PKW Pick

4/8 (T)

Data Munging with Real Business Data

   

4/10 (Th)

Flunk Day

   

4/15 (T)

Research Symposium

 

No Class

4/17 (Th)

Multivariate Supervised Segmentation

L22

Assignment 9

4/22 (T)

     

4/24 (Th)

   

Assignment 10

4/29 (T)

Evaluation

   

5/1 (Th)