The focus of this course is to provide some background in the financial industry and leverage students’ IT backgrounds to position them for possible IT/IS opportunities in the field. Topics covered will include basic finance terms and definitions, performance and risk measurement, portfolio analysis and construction, time series forecasting, and high-level reviews of broad financial markets including equities, fixed income, commodities and options.
After completing this course, students will be able to:
Understand portfolio analysis and construction
Handle, process and forecast time-series data
Understand basic portfolio optimization techniques using technologies such as Python
Understand capital markets trading in various asset markets
This course aims to provide a bridge between the Information Systems and Finance domains. It will provide the basis for students to look for career opportunities such as Financial Consultant, Financial Analyst, Business Consultant, Portfolio Manager, Wealth Management Analyst etc.
Even as the course will provide a lot of the theoretical foundation for the topics covered, emphasis will be placed on the practitioner’s viewpoint and approach. The theory to practice split will be about 30:70. This course will include a final project where students will work on a real-world example of financial engineering and present an original solution and a detailed analysis of their chosen problem and approach.
Syllabus - Fall 2022 - BUDT 758I - Neelakandan