Efficient execution is a significant task faced by mortgage bankers attempting to profit from the secondary market. The challenge of efficient execution is to sell or securitize a large number of ...

A first introduction to probability and statistics. This course will provide background to understand and produce rigorous statistical analysis including estimation, confidence intervals, hypothesis ...

Many problems in quantitative finance involve both predictive forecasting and decision-based optimization. Traditionally, covariance forecasting models are optimized with unique prediction-based ...