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15.450 Analytics of Finance

Prereq: 15.401, 15.414, or 15.415
G (Spring)
12 Units

Introduces a set of modern analytical tools to solve practical problems in finance. Aims to build operational models, take them to the data, and use them to aid financial decision making. Topics include statistical inference and forecasting, event study analysis, structural approach to extract information from financial data, machine learning methods, and static and dynamic optimization in finance. Example applications include the development of quantitative trading strategies, credit scoring models, portfolio optimization under constraints, and private equity valuation.

H. Chen

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