Case studies, visiting lecturers from financial institutions, student group projects of an advanced nature, and student reports, all centered around quantitative and computational finance. Crosslisted with ISYE and MGT 6785.
Fundamental methods of enumeration and asymptotic analysis, including the use of inclusion/exclusion, generating functions, and recurrence relations. Applications to strings over a finite alphabet and graphs.
Develops the probability basis requisite in modern statistical theories and stochastic processes. Topics of this course include measure and integration foundations of probability, distribution functions, convergence concepts, laws of large numbers and central limit theory. (1st of two courses)