Teaching

AMS 492: Special Topics in Quantitative Finance

Update Announcement for AMS492, Check it often

Instructor: Ann H. Tucker
ann.tucker@stonybrook.edu or annhtucker@gmail.com
Class Location: SB Union 226
Office: Mathematics Tower P-135 (631) 632-7566
Office Hours: Mondays/Wednesdays 10:00-11:00, or by appointment


TA: Xu Dong
hslinhc@gmail.com
Office: Harriman Building 1-018(4)
Office Hours:(1) 5:50-6:50pm Monday at Harriman 1-018(4). (2)5:10-6:10pm Tuesday at Harriman 1-018(4).

Textbook: Investment Science by David Luenberger


This course will provide an introduction to the quantitative models widely utilized in the practice of finance. The computations will be performed predominantly with Excel, a tool that enjoys widespread use in the finance community and trading desks. The analysis of the financial markets will be incorporated into the class.

We will occasionally have distinguished speakers from the finance community speak to the class in a "How I Became a Quant" style where they will describe their experiences as a practitioner of quantitative finance. Resume writing and interviewing help is available on request.

There will be no exams, but homework will be given weekly and a data analysis project will be assigned in October for which students must submit a written report. Grading will be based equally on attendance, homework, and the project.
AMS 492 Syllabus

AMS 691.01

Update Announcement for AMS691, Check it often

Instructor: Ann H. Tucker
ann.tucker@stonybrook.edu or annhtucker@gmail.com
Class: Mondays SB Union 237/Wednesdays Math 122-A (seminar room)
Office: Mathematics Tower P-135 (631) 632-7566
Office Hours: Mondays/Wednesdays 11:00-12:00, also by appointment

TA: Xu Dong
hslinhc@gmail.com
Office: Harriman Building 1-018(4)
Office Hours: (1) 5:50-6:50pm Monday at Harriman 1-018(4). (2)5:10-6:10pm Tuesday at Harriman 1-018(4).

This course will provide a practical introduction to the financial markets with an emphasis on equities, commodities, and alternative investment styles favored by the hedge fund community.

Monday classes will be run in a discussion style with a review of the market events of the past week. Wednesdays will generally feature a seminar speaker.

Market anomalies and quantitative trading strategies will be discussed using outside sources such as papers from the financial literature and trade publications.

Attendance is required for Wednesday seminars, with students being required to sign in. Students will be assigned a presentation topic for which he/she will be required to make a 20 minute presentation to the class with 5 minutes for Questions. The last four classes have been reserved for presentations.

A number of outside resources will be used for the class. Wall Street Journal Online, Barrons Online, Bloomberg.com, Yahoo!Finance, Reuters, Briefing.com, etc. There will be no exams. Students will be graded on attendance, class participation, and presentations.

AMS 691 Syllabus
AMS 691 Links