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Hedge Fund

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Hedge Fund
|[pic] |Quantitative Financial Analysis |
| |2 credits |
| | |
| |BU.230.710.51 |
| |Thursdays 6-9pm, 06/06/2013 to 08/01/2013 |
| | |
| |Summer 2013 |
| |Washington, DC Center, room 201 |
| | |

Instructor
Stuart Urban

Contact Information
Phone Number: (443)956-6067
E-mail Address: surban1@jhu.edu

Teaching Assistant
Ben Brock: bbrock1@jhu.edu

Office Hours
Saturdays, 10:00am – 12:30pm at DC Center (room 201) or by appointment

Required Text and Learning Materials:

Stochastic Simulation and Applications in Finance with MATLAB Programs, (2008), Huu Tue Huynh, Van Son Lai, Issouf Soumare (HLS) [this book may be available as an e-book for students]

MATLAB: An Introduction with Applications 4th Edition (2010) or earlier Editions, Amos Gilat (AG)

Software: Matlab, student version (provided by Carey)

Optional Reference Book:
Options, Futures and Other

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