Second Semester of Academic Year 2016-2017
MA 374 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-2 Slot (Tuesday 2-5 PM).

Venue:  Computer Lab, Department of Mathematics, Academic Complex

Evaluation Plan:
Lab Assignments &
Assessment by TA and Instructors
20 marks
Mid-Semester Lab Examination
40 marks
End-Semester Lab Examination
40 marks
Total 100 marks

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General Instructions:


For any queries or help in MA 374 course, contact the instructors (Office: E204/E1-104, Academic Complex, Extn. 2611/2606).