Email: Sara.Tomeo@baruch.cuny.edu Phone: 646.312.4169 Location: Room 6-254 One Bernard Baruch Way New York, NY 10010
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Sara Tomeo
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MTH 9841 Statistics for Finance
3.0 Hours, 3.0 Credits This course will cover probability and statistics from a Bayesian perspective, with applications to finance. Topics will include joint marginal and conditional probability; discrete and continuous random variables; Bayesian inferences for means and proportions compared with the corresponding frequentist ones; simple linear regression model analyzed in a Bayesian manner; and a [...]
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Baruch MFE’s Team Wins First Place in 2017 Rotman International Trading Competition
The Baruch College’s Master of Financial Engineering Program won First Place (out of 52 teams) at the 14th Rotman International Trading Competition held in February 2017 in Toronto. This is our second win in a row after the record-breaking win from 2016, and the third win all-time, after winning RITC 2012. The performance of the [...]
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Master of Science Program in Statistics – Data Science Track
Beginning Fall 2017, the Master of Science Program in Statistics at Baruch College will offer a Data Science track jointly with the Baruch MFE Program. The Data Science track will consist of the courses listed below (in addition to the core required courses from the MS in Statistics Program). These courses are cross-listed in the Mathematics [...]
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VBA/Python/SQL Online Certificates
The VBA/Python/SQL Online Certificates are a joint project by the Baruch MFE Program and ScriptUni (Mark Ross, Baruch MFE Alumn). The courses are delivered entirely online by ScriptUni and are part of the Pre-MFE Program. A teaching assistant is provided to each student, and the Baruch MFE Program grants a Certificate of Completion upon successfully completing [...]
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The Baruch MFE team won the 6th IAQF Student Competition
Baruch College’s Masters of Financial Engineering (MFE) team won the sixth annual International Association for Quantitative Finance (IAQF) competition, in a three-way tie at the top. The competition featured 25 teams from 19 MFE programs. This victory marks the third consecutive year the Baruch MFE Program has won the IAQF and adds to what has [...]
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MTH 9852 Numerical Methods for Finance
3.0 Hours; 3.0 Credits This course covers Monte Carlo methods, their convergence properties and variance reduction techniques, tree pricers and Greeks estimators, implied binomial trees and implied volatility trees, numerical integration techniques, and finite difference methods for pricing derivative securities, including their convergence properties. Prerequisite: MTH 9814 and MTH 9821
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MTH 9845 Market and Credit Risk Management
3.0 Hours; 3.0 Credits This course covers qualitative and quantitative aspects of the financial risk associated to managing financial portfolios and to credit default. Topics include: market risk, Var and stress testing, model risk, spot and forward risk, credit default risk and credit derivatives. Prerequisite: MTH 9814
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