Have you ever wondered why investment banks and hedge funds pay hundreds of thousands of dollars for what are called ‘Quants’ or "Rocket Scientist"? Or how did quantitative methods lead to the sub-prime lending crisis? Do you want to know what Quants are talking about when you are working in the financial service industries? These and many other questions in quantitative finance will be addressed in this interdisciplinary course, offered by the Departments of Finance and Mathematics. The main goal of this course is to foster interaction between finance and mathematics at Notre Dame ...see Course Information

Instructor: Alex Himonas, Mathematics
Class Meeting Time: 9:35-10:25 MWF,
Hayes 129
References:[1] T. Cosimano and A. Himonas, "Mathematical Methods in Finance and Economics"; [2] S. Shreve, "Stochastic Calculus for Finance, I and II, [3] J. Hull, "Options, Futures, and Other Financial Derivatives," ... see Announcements