WClasses

ACTSC 972 - 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 2025 [1259]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6475	23 / 30	13:00 - 14:20	T,Th

Fall 2023 [1239]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6336	15 / 45	11:30 - 12:50	T,Th

Fall 2022 [1229]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7443	0 / 45

Fall 2021 [1219]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6491	5 / 15	10:00 - 11:20	M,W	RCH 112	Alexander Schied
LEC 002	10933	6 / 24	10:00 - 11:20	M,W		Alexander Schied

Fall 2020 [1209]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 041	6387	25 / 30				Alexander Schied
TUT 141	9760	25 / 30	09:30 - 10:20	T	M3 1006	Alexander Schied

Fall 2019 [1199]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6212	19 / 30	13:00 - 14:20	M,W	M3 3127	David Saunders

Fall 2018 [1189]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6064	9 / 30	10:00 - 11:20	T,Th	M3 3103	David Saunders

Fall 2017 [1179]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6185	19 / 30	14:30 - 15:50	T,Th	M3 3103	David Saunders

Fall 2016 [1169]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6175	16 / 30	10:00 - 11:20	T,Th	M3 3103	David Saunders

Fall 2015 [1159]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6467	17 / 30	11:30 - 12:50	M,W	M3 3103	David Saunders

Fall 2014 [1149]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	6151	11 / 28	10:00 - 11:20	M,W	M3 3127	Adam A Kolkiewicz

Fall 2013 [1139]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5818	13 / 28	10:00 - 11:20	M,W	M3 3127	David Saunders

Fall 2012 [1129]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5781	19 / 28	10:00 - 11:20	T,Th	MC 4060	David Saunders

Fall 2011 [1119]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5691	12 / 25	10:00 - 11:20	T,Th	RCH 205	David Saunders

Fall 2010 [1109]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	7473	11 / 15	11:30 - 12:50	T,Th	MC 6007	David Saunders

Fall 2009 [1099]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5123	21 / 32	11:30 - 12:50	T,Th	RCH 205	David Saunders

Fall 2008 [1089]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	4024	22 / 37	17:30 - 18:50	M,W	RCH 305	David Saunders

Fall 2007 [1079]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3755	5 / 15	11:30 - 12:50	T,Th	HH 336	Adam A Kolkiewicz

Fall 2006 [1069]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3675	6 / 15	11:30 - 12:50	T,Th	RCH 212	Adam A Kolkiewicz

Fall 2005 [1059]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3759	2 / 10	11:30 - 12:50	T,Th,M,C		Adam A Kolkiewicz

Fall 2004 [1049]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5299	6 / 12	11:30 - 12:50	T,Th,M,C		Adam A Kolkiewicz

Fall 2003 [1039]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	3515	3 / 20	11:30 - 12:50	T,Th,H,H		Phelim P Boyle

Fall 2002 [1029]

Section	Class	Enrolled	Time	Days	Location	Instructor
LEC 001	5063	1 / 20	11:30 - 12:50	T,Th,H,H		Phelim P Boyle