Financial Engineering ECE695, or What do Quants Do Besides Options Pricing

Event Date: March 2, 2009
Speaker: Professor Ilya Pollak
Speaker Affiliation: School of Electrical and Computer Engineering
Sponsor: Department of Statistics
Time: 4:30 PM
Location: UNIV 201
Open To: Acceptable for ECE694A
This talk will be a preview for a new experimental course, Financial Engineering ECE 695, which will be offered during Fall 2009 at the School of Electrical and Computer Engineering.  The course will cover a number of topics of relevance to the development and implementation of stock trading strategies. Some of these topics will be surveyed in this talk.  Specifically, the talk will cover some basics of the order book structure, several order execution algorithms, and some simple considerations on the performance evaluation of investment strategies.