May 20, 2019  
Rensselaer Catalog 2009-2010 
Rensselaer Catalog 2009-2010 [Archived Catalog]

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MGMT 4650 - Advanced Hedge Funds and Financial Markets

This course is designed to advance the skills and knowledge gained in the Hedge Funds and Financial Markets by applying these to in-depth exploration of specific hedge fund trading and investment strategies, including trend following quantitative models; long/short equity analysis and market neutral quantitative strategies; fixed income and credit derivatives hedge funds.  For each broad topic, advanced financial and market techniques, including relevant quantitative and computer models are used, to gain a thorough understanding of the techniques, assumptions, models, and risks of each strategy.

Prerequisites/Corequisites: Prerequisites:  MGMT 4640; MGMT 2300; MGMT 2230; MGMT 4320/4330 or equivalent.

When Offered: Fall and spring terms annually.

Cross Listed: Cross-listed with MGMT 7650; students cannot obtain credit for both courses.

Credit Hours: credit hours 4

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