Archive for New Course

New Alternative Data Course

This fall we launched the world’s first alternative data course: Alternative Data In Quantitative Finance. The new class represents the first time an accredited institution offers a full university course on alternative data. The course will be available to students in the Courant Master of Science Program in Mathematics…

New Elective Course for Fall 2018 – “Counterparty Credit: Valuation and Adjustments, Capital, and Funding”

I am very excited to announce the new full-semester elective course “Counterparty Credit: Valuation and Adjustments, Capital, and Funding” (MATH-GA 2805.001) that will be taught by Leif Andersen on Wednesdays 7:10pm-9pm, starting in September 2018. There is high demand in the financial industry for quants equipped with the knowledge of…

Minicourse with Professor Julien Guyon on Smile Calibration

Professor Julien Guyon gives a two-part minicourse on smile calibration. Watch part 1. Watch part 2.

Minicourse on Volatility Futures and ETNs by Marco Avellaneda

Professor Marco Avellaneda delivers a minicourse on the statistics and trading of volatility futures and ETNs. Watch it here.

Data Science at the Program Directors’ Forum at NYU Courant

On October 26, 2016, directors and administrators from more than 20 programs participated at the Program Directors’ Forum organized at NYU Courant in conjunction of the National Financial Mathematics Career Fair 2016 Guest speaker Ivailo Dimov ’09 (Quant Financial Research, Bloomberg LP) talked about Data Science in Quantitative Finance. Ivailo emphasized some of…

New Instructors in the Program

Please join us in welcoming three new instructors to the program: Bryan Liang – Computational Methods for Finance Wujiang Lou – Scientific Computing for Finance Sebastien Bossu – Advanced Topics in Equity Derivatives

New Half Semester Courses in the Spring of 2017

Starting in the spring of 2017, the program will offer the four new half-semester courses: Advanced Topics in Equity Derivatives Energy Markets and Derivatives Market Microstructure Securitized Products and Structured Finance