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Black-Scholes In-Depth

December 6, 2018

Dhawal Mehta (Grad Chair - MQF Newark)

 

  • Greeks Intuition and Math

  • Black Scholes Model

  • Conclusion and Further Topics

Machine Learning

November 22, 2018

Saagar Shah (Programming Chair)​

 

  • Classes of Learning

  • Decision Tree Classifier Model

  • Home Prices Prediction Demonstration

Econometrics and LinReg

November 1, 2018

Daniel Milo (Econ), Josh Shamouli (Grad)

 

  • Linear Regression, Leverage Points

  • Multiple Regression, Gauss-Markov

  • Reverse Causality

Time Series Analysis

October 25, 2018

Joshua Shamouli (Graduate Chair - FSRM)

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  • Autocorrelation, Autoregressive Models

  • Moving Average, Ordered Difference

  • Modeling Example in R

Statistical Analysis

October 18, 2018

Daniel Milo (Statistics and Economics Chair)

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  • Analysis of large datasets​

  • Statistical Hypothesis Testing

  • Example Demonstration

Intro to Pandas

October 18, 2018

Saagar Shah (Programming Chair)

 

  • Python Data Processing, DataFrame

  • Basic Analytics Using Pandas

  • Data Analytics using Matplotlib

Options In-Depth

October 11, 2018

Pranav Sabanayagam (Finance Chair)

 

  • Derivatives Overview

  • Call/Put Options, Trading Strategies

  • Greeks, Black-Scholes Model Intuition

Market Making

October 4, 2018

Pranav Sabanayagam (Finance Chair)

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  • Volume, Liquidity, Arbitrage

  • Price Quoting, Bid-Ask Spreads

  • Interview Preparation

Intro to Statistics

October 4, 2018

Daniel Milo (Statistics and Economics Chair)

 

  • Joint RV’s, Covariance, Correlation

  • Random Sampling, Point Estimation

  • Normal Distribution, Z-score

Probability II

September 13, 2018

By: Riya Prabhudesai (Math Chair)

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  • Discrete Random Variables

  • Continuous Random Variables

  • Expected Value and Variance

Dynamic Programming

September 20, 2018

By: Saagar Shah (Programming Chair)

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  • Recursion, Memoization, Bottom-up DP

  • Longest Common Subsequence

  • Maximum Sum Subarray

Probability I

September 13, 2018

By: Riya Prabhudesai (Math Chair)

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  • Combinatorics, Definition of Probability

  • Conditional Probability, Bayes’ Theorem

  • Random Variables Intro, Expected Value

QFC Curriculum Introduction

September 7, 2018

Overview of the 2018-2019 Quantitative Finance Club curriculum program. We cover securities, basic financial terms, and some brainteasers.

Quantitative Finance Introduction

August 15, 2018

QFC VP Shantanu Laghate presents an overview of the club to the incoming Rutgers-Newark Masters of Quantitative Finance (MQF) class during orientation week. All MQF students on our mailing list will receive notifications about upcoming meetings, speaker series, etc. Opportunities to lead workshops are also available for the Spring 2019 semester. Please see the last slide for more information and applications details.

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