Second Semester of Academic Year 2013-2014
MA 374 Financial Engineering Lab
Course Webpage

Instructors:   Dr. N. Selvaraju and Dr. D. Mitra

Syllabus: This is a lab course on financial engineering that covers topics ranging from discrete time models, portfolio optimization, and continuous time models to calibration of data to these models.   Detailed Syllabus

Lab Timings: This course has weekly ONE lab session of three hours duration on AL-4 Slot (Thursday 2-5 PM).

Venue:  Computer Lab, Department of Mathematics, Academic Complex

Evaluation Plan:
Lab Assignments and Instructors' Assessment 20 marks
Mid-Semester Lab Examination
40 marks
End-Semester Lab Examination
40 marks
Total 100 marks

General Instructions:


For any queries or help in MA 374 course, contact the instructors (Office: E204/????, Academic Complex, Extn. 2611/2632).