Course Name: Quantitative Finance

Course abstract

The course covers the latest tools used in Quantitative Finance and covers the whole gamut of relevant topics like boot strapping, time series analysis, stochastic programming, 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.


Course Instructor

Media Object

Prof. Raghu Nandan Sengupta

Prof. Raghu Nandan Sengupta completed his bachelors in engineering in Mechanical Engineering from Birla Institute of Technology Mesra, Ranchi INDIA and his FPM (PhD) from Indian Institute of Management Calcutta, INDIA with specialization in Operations Management. His research interests are in Sequential Analysis, Statistical & Mathematical Reliability, Optimization and its use in Financial Optimization. His research work has been published in journals like Metrika, European Journal of Operational Research, Sequential Analysis, Computational Statistics & Data Analysis, Communications in Statistics: Simulation & Computation, Quantitative Finance, etc. At Indian Institute of Technology Kanpur, INDIA he is a Professor in the Industrial & Management Engineering department and teaches courses like Probability & Statistics, Stochastic Processes & their Applications, Financial Risk Management, etc. He is also the recipient of IUSSTF Fellowship 2008 and visited Operations Research & Financial Engineering department at Princeton University, USA and ERASMUS MUNDUS Fellowship 2011 to Warsaw University, POLAND.
More info

Teaching Assistant(s)

ANIRBAN BANERJEE

IIT Kanpur

 Course Duration : Jul-Sep 2015

  View Course

 Syllabus

 Enrollment : 18-May-2015 to 12-Jul-2015

 Exam registration : 01-Jul-2015 to 15-Aug-2015

 Exam Date : 06-Sep-2015, 13-Sep-2015

Enrolled

2714

Registered

51

Certificate Eligible

14

Certified Category Count

Gold

0

Elite

5

Successfully completed

0

Participation

9

Success

Elite

Gold





Legend

>=90 - Elite+Gold
60-89 - Elite
35-59 - Successfully Completed
<=34 - Certificate of Participation

Final Score Calculation Logic

  • Final Score doesn't include the assignment score
  • Mid Term Exam Score = 40%
  • Exam Score = 60% of Certification Exam Score
  • FINAL SCORE (Score on Certificate) = Exam Score + Mid-Term exam score.
Quantitative Finance - Toppers list

JEET GIRISH JUNEJA 69%

SYDENHAM INSTITUTE OF MANAGEMENT STUDIES

RAGHAVA SIMHAN KANNAN 69%

IIT MADRAS

RAHUL KUMAR 65%

INDIAN INSTITUTE OF MANAGEMENT, KOZHIKODE

SHOUNAK CHAKRABORTY 62%

I.I.T. KHARAGPUR

PRABHU RAM 62%

FREELANCER

Assignment

Exam score

Final score

Score Distribution Graph - Legend

Assignment Score: Distribution of average scores garnered by students per assignment.
Exam Score : Distribution of the final exam score of students.
Final Score : Distribution of the combined score of assignments and final exam, based on the score logic.