WClasses

ACC 772 - Finance 3

The course will cover selected and advanced topics in quantitative finance and risk management, with a particular focus on current developments. Topics may include robust and Bayesian portfolio optimization, limits to arbitrage, derivatives pricing under model uncertainty, credit risk models, and models of systematic risk.

Prerequisites

Corequisites

None

Antirequisites

None

Offerings

Fall 2023 [1239]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3354	0 / 4	11:30 - 12:50	T,Th
LEC 002	4122	0 / 4

Fall 2022 [1229]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3645	0 / 4
LEC 002	4749	0 / 4

Fall 2021 [1219]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3431	0 / 4	10:00 - 11:20	M,W	RCH 112	Alexander Schied
LEC 002	10932	0 / 4	10:00 - 11:20	M,W		Alexander Schied

Fall 2019 [1199]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3419	0 / 8	13:00 - 14:20	M,W	M3 3127	David Saunders

Fall 2018 [1189]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3308	0 / 8	10:00 - 11:20	T,Th	M3 3103	David Saunders

Fall 2017 [1179]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3467	1 / 8	14:30 - 15:50	T,Th	M3 3103	David Saunders

Fall 2016 [1169]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3563	0 / 8	10:00 - 11:20	T,Th	M3 3103	David Saunders

Fall 2015 [1159]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3902	1 / 8	11:30 - 12:50	M,W	M3 3103	David Saunders

Fall 2014 [1149]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3697	1 / 8	10:00 - 11:20	M,W	M3 3127	Adam A Kolkiewicz

Fall 2013 [1139]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3448	0 / 8	10:00 - 11:20	M,W	M3 3127	David Saunders

Fall 2012 [1129]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3547	0 / 8	10:00 - 11:20	T,Th	MC 4060	David Saunders

Fall 2011 [1119]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3672	5 / 8	10:00 - 11:20	T,Th	RCH 205	David Saunders

Fall 2010 [1109]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7475	2 / 8	11:30 - 12:50	T,Th	MC 6007	David Saunders

Fall 2009 [1099]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	2783	4 / 8	11:30 - 12:50	T,Th	RCH 205	David Saunders

Fall 2008 [1089]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	1794	5 / 8	17:30 - 18:50	M,W	RCH 305	David Saunders

Fall 2007 [1079]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	1652	12 / 15	11:30 - 12:50	T,Th	HH 336	Adam A Kolkiewicz

Fall 2006 [1069]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	1649	12 / 15	11:30 - 12:50	T,Th	RCH 212	Adam A Kolkiewicz

Fall 2005 [1059]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	1719	11 / 12	11:30 - 12:50	T,Th,M,C		Adam A Kolkiewicz

Fall 2004 [1049]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	1775	9 / 12	11:30 - 12:50	T,Th,M,C		Adam A Kolkiewicz

Fall 2003 [1039]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	1921	6 / 20	11:30 - 12:50	T,Th,H,H		Phelim P Boyle

Fall 2002 [1029]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4552	8 / 20	11:30 - 12:50	T,Th,H,H		Phelim P Boyle

Fall 2001 [1019]

Section	Class	Enrolled	Time	Days	Location	Instructor
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