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An advanced course connecting statistical and machine learning with the numerical methods used to price and hedge financial derivatives. Students examine cross-validation, dimensionality reduction, and clustering alongside neural networks and random forests, together with simulation, optimization, and stochastic models that incorporate jumps.
- Level
- Graduate
- Department
- Questrom
- Credits
- 3
- Prerequisites
- Mathematical Finance students only
- BU Bulletin
- View in the BU Bulletin
Instructors
Last verified: October 3, 2026
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