Second Semester of Academic Year 2022-2023
MA 374 Financial Engineering Lab
Course Webpage

Instructor:   Dr. N. Selvaraju

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 ML-4 Slot (Thursday, 09:00-12:00 hrs).

Venue:  Computer Lab (E Block), 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

As announced, an additional (and optional) mini-project assignment will carry 20 marks.

General Instructions:

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