Students on F-1 visas enroll in CSE651 Curricular Practical Training and must obtain additional permission. Enrollment requires the permission of the instructor and is limited by the number of internship opportunities available. Computational Finance A projects-oriented seminar designed to enable students to develop and test models in various areas of computational finance using historical and live data from the world s financial markets. Topic areas include portfolio optimization, derivatives pricing, global risk management, statistical arbitrage, and technical trading systems. Data is provided for the major equities, fixed-income, options, futures, and foreign exchange markets.
Students present, discuss, and critique aspects of their projects on a regular weekly basis.
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