| Course Title: Advanced Topics in Economics: 'Quantitative Finance' |
| Start Date: 01/27/2026 End Date: 05/12/2026 |
| Term: Spring Semester 2026 |
| Description: This course uses computation and statistics to explore topics in modern quantitative portfolio and risk management. We cover models in financial econometrics, risk metrics, equity modeling, factor models, derivative pricing, and volatility surfaces, with emphasis on models that require numerical solutions. We learn to use a general purpose programming language to retrieve and explore data, implement models, and present results. The majority of class time is spent in the computer lab. No prior programming experience is required. |
| Distribution(s): III - Social Sciences , TP - Topics Course |
| Academic Level Of Course: Undergraduate | Credits:4.00 |
| Faculty | Phone | Email address |
| Steven Schmeiser | sschmeis@mtholyoke.edu |
| Meeting Dates | Method | Meeting days | Meeting times | Building name | Room | Frequency |
| 01/27/2026 - 05/12/2026 | Seminar | Thursday | 01:30PM - 04:20PM | CLAP - Clapp Laboratory | 420 | Weekly |
| Requisite Courses | ||
| Prereq: ECON-215 and ECON-220. | Take previously | Required |
| Comments |
| Additional Comments |
| Course Tags |
| Cross-listed Sections |
| None |
| Course Availability | ||||
| Section status: Open | Capacity: 18 | Enrollment: 8 | Available: 10 | Waitlist: 0 |
BOOK INFORMATION
| Book List | Required | Publisher Full Price |
| To be determined. |
| Additional Book Comments |
| This is NOT the complete book list for this class. |