Course covers modern statistical and physical methods of analysis and prediction of financial price data. Methods from statistics, physics and econometrics will be presented with the goal to create and analyze different quantitative investment models.
The course will cover practical issues such as: how to select an investment universe and instruments, derive long term risk/return forecasts, create tactical models, construct and implement an efficient portfolio,to take into account constraints and transaction costs, measure and manage portfolio risk, and analyze the performance of the total portfolio.
This seminar is a step-by-step introduction to scholarly research in the field of History and Literature. In the course of the seminar, students will carry out the initial research and draft the prospectus for their MA thesis.
Prerequisites: familiarity with Brownian motion, Itô's formula, stochastic differential equations, and Black-Scholes option pricing.
Prerequisites: Familiarity with Brownian motion, Itô's formula, stochastic differential equations, and Black-Scholes option pricing.
Nonlinear Option Pricing is a major and popular theme of research today in quantitative finance, covering a wide variety of topics such as American option pricing, uncertain volatility, uncertain mortality, different rates for borrowing and lending, calibration of models to market smiles, credit valuation adjustment (CVA), transaction costs, illiquid markets, super-replication under delta and gamma constraints, etc. The objective of this course is twofold: (1) introduce some nonlinear aspects of quantitative finance, and (2) present and compare various numerical methods for solving high-dimensional nonlinear problems arising in option pricing.
Prerequisites: EESC GU5400EESC GU5401
The dynamics of environment and society interact with climate and can be modified through use of modern climate information. To arrive at the best use of climate information, there is a need to see climate in a balanced way, among the myriad of factors at play. Equally, there is a need to appreciate the range of climate information available and to grasp its underlying basis and the reasons for varying levels of certainty. Many decisions in society are at more local scales, and regional climate information considered at appropriate scales and in appropriate forms (e.g., transformed into vegetation stress) is key. Students will build a sufficient understanding of the science behind the information, and analyze examples of how the information can and is being used. This course will prepare the ground for a holistic understanding needed for wise use of climate information.
This seminar is focused on practical applications of climate information and research. The objective of the course is to teach students to integrate their understanding of climate science, social science, policy studies, and communications to address real world problems, especially those they will encounter in academia or on the job after graduation.
Advanced introduction to classical sentential and predicate logic. No previous acquaintance with logic is required; nonetheless a willingness to master technicalities and to work at a certain level of abstraction is desirable. Note: Due to significant overlap, students may receive credit for only one of the following three courses:
PHIL UN3411
,
UN3415
,
GR5415
.
This course is an interdisciplinary survey of the literature and issues that comprise Native American and Indigenous Studies. Readings for this course are organized around the concepts of indigeneity, coloniality, power and "resistance" and concomitantly interrogate these concepts for social and cultural analysis. The syllabus is derived from some of the "classic" and canonical works in Native American Studies such as Custer Died for Your Sins but will also require an engagement with less canonical works such as Red Man's Appeal to Justice in addition to historical, ethnographic and theoretical contributions from scholars that work outside of Native American and Indigenous Studies. This course is open to graduate students and advanced undergraduates.
Prerequisites: all 6 MAFN core courses, at least 6 credits of approved electives, and the instructor's permission. See the MAFN website for details.
This course provides an opportunity for MAFN students to engage in off-campus internships for academic credit that counts towards the degree. Graded by letter grade. Students need to secure an internship and get it approved by the instructor.
This course explores mobility – past and present – as an object of anthropological analysis, through mix of theoretical texts and ethnographic and archaeological case studies. In it, mobility is approached as an analytical object in two ways. First, it examines how mobility is structured in/through space, time, scale, as well as by landscapes, infrastructures, companion species, subjectivities, and ideologies. Second, this course engages with the ways in which mobility has structured anthropological understandings of societies and their history. As part of this, it interrogates the development of mobility studies and the arguments for novel mobilities in the contemporary world.