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1 - 1 of 1 results for: MATH 237A: Topics in Financial Math: Market microstructure and trading algorithms

MATH 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 for credit
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