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Quantitative Finance - NPTEL

The NPTEL Syllabus document outlines a quantitative finance video course that covers tools used in quantitative finance like bootstrapping, time series analysis, stochastic programming, and panel data analysis to equip students with necessary skills for quantitative finance. The course is broken into 9 weeks covering topics such as microeconomics, macroeconomics, statistics, distributions, sampling techniques, optimization, advanced optimization, time series analysis, and options and derivatives.

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0% found this document useful (0 votes)
196 views2 pages

Quantitative Finance - NPTEL

The NPTEL Syllabus document outlines a quantitative finance video course that covers tools used in quantitative finance like bootstrapping, time series analysis, stochastic programming, and panel data analysis to equip students with necessary skills for quantitative finance. The course is broken into 9 weeks covering topics such as microeconomics, macroeconomics, statistics, distributions, sampling techniques, optimization, advanced optimization, time series analysis, and options and derivatives.

Uploaded by

sruthyskhan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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NPTEL Syllabus

NOC:Quantitative Finance -
Video course

COURSE OUTLINE

The course covers the latest tools used in Quantitative Finance


and covers the whole gamut of relevant topics like boot
NPTEL
strapping, time series analysis, stochastic programming, http://nptel.ac.in
analysis of panel data, etc. It will equip the students with
necessary tools needed to understand how these different
concepts may be used in the field of quantitative finance
Management
COURSE DETAIL

Coordinators:
Week. Topics
No Dr. Raghu Nandan
Sengupta
Microeconomics Department of Industrial &
1. Management EngineeringIIT
Kanpur

Macroeconomics
2

Statistics
3

Distribution
4

Sampling Techniques
5

Optimization
6

Advanced topics in Optimization


7

Time Series Analysis


8
Options & Dervatives
9

A joint venture by IISc and IITs, funded by MHRD, Govt of India http://nptel.ac.in

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