First Semester of Academic Year 2011-2012
MA 472 Financial Engineering Lab
Course Webpage

Instructors:   Dr. N. Selvaraju and Dr. S.P. Chakrabarty

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-3 Slot (Wednesday 2-5 PM).

Venue:  Computer Lab, Department of Mathematics, Academic Complex

Evaluation Plan:
Lab Assignments 10 marks
Mid-Semester Lab Examination
40 marks
End-Semester Lab Examination
50 marks
Total 100 marks

General Instructions:


For any queries or help in MA 371 course, contact the instructors (Office: E204/E201, Academic Complex, Extn. 2611/2606).