printer friendly pageMATH 237A: Topics in Financial Math: Market microstructure and trading algorithms
Introduction to market microstructure theory, including optimal limit order and market trading models. Random matrix theory covariance models and their application to portfolio theory. Statistical arbitrage algorithms.
Terms: Spr
| Units: 3
| Repeatable
10 times
(up to 30 units total)
Instructors:
Papanicolaou, G. (PI)
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