Syllabus: This is a lab course on financial engineering that covers topics ranging from discrete time models, portfolio optimization, and continuous time models to calibration of data to these models.   Detailed Syllabus

Lab Timings: This course has weekly ONE lab session of three hours duration on ML-4 Slot (Thursday, 09:00-12:00 hrs).

Venue:  Computer Lab (E Block), Department of Mathematics, Academic Complex

Evaluation Plan:

Lab Assignments & Assessment by TA and Instructors	20 marks
Mid-Semester Lab Examination	40 marks
End-Semester Lab Examination	40 marks
Total	100 marks

General Instructions:

• Attendance in all the lab sessions is compulsory. Students who do not meet minimum (as per the policy of the institute) attendance requirement will NOT be allowed for the end-semester lab examination. They will be awarded an 'F' grade.
• The lab assignments should be submitted by the deadline and the evaluation of lab assignments will be done at random.
• If any one fails to take the mid-semester lab examination then NO make-up examination will be conducted.
• The portion (of the syllabus) for the mid-semester lab examinations will be in general from the topics from the first lab class to the last one just before the mid-semester lab examination. The end-semester lab examination will cover all topics.