Παρουσίαση/Προβολή

Market Microstructure with Statistical and Computational Methods
(MISC440) - ΣΠΥΡΟΣ-ΠΑΝΟΣ ΣΚΟΥΡΑΣ
Περιγραφή Μαθήματος
In this course we will study several aspects of trading in modern financial markets, including the following:
- What statistical facts about financial markets are actually practically useful for investors?
- What is a scientific approach to investing? How are ‘quant trading’ models constructed, implemented, and evaluated and what is the role of statistical and computational methods in these?
- What is market microstructure and how do the details of market organization influence trading costs and investments more generally? Here we will explain that market microstructure is the analysis of how trading happens in practice and the impact that practical details have on how prices are formed and market participants interact. This section will be very useful for students interested in developing hands on experience with trading.
We will discuss several major asset classes including cryptos and we will touch on themes relevant to Fintech.
Ημερομηνία δημιουργίας
Δευτέρα, 27 Ιανουαρίου 2025
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