MATH 179
Advanced Topic in Financial Mathematics
Description: Lecture, three hours; discussion, one hour. Requisite: course 174E. Continuation of course 174E. In-depth study of risk measures and instruments of risk management in investment portfolios and corporate financial structure. Exotic and real options, value at risk, mean-variance analysis, portfolio optimization, risk analysis, capital asset pricing model, market efficiency, and Modigliani-Miller theory. P/NP or letter grading.
Units: 4.0
Units: 4.0
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Most Helpful Review
Fall 2023 - Ok, so this is going to be a controversial opinion. While I desperately wanted to find resources to learn about Quantitative Finance at UCLA, it is depressing that MATH 179 seems to be the single undergraduate class for it. Voss seems to be the only employed professor for this role in recent history, so afaik he has a wide choice in how much he wants to cover certain topics. Voss has practically zero industry experience being a Quant, as it appears that he wants to be a lifetime academic. While I can appreciate this in less applied fields in Math, I really think Voss should do more to nurture his students' interest in the topics. I came to Voss many times asking for direction or places to learn about X,Y,Z and I got the same response everytime "I don't know, I'm busy with my research"... Very disappointing from someone who had gotten so much hype for others. Overall for UCLA; It wouldn't be that hard to make 2-3 more classes on Quantitative Finance on coding, trading,etc, for undergraduates, although Anderson is trying to shill out their MFE program that costs $90k, so I doubt that will happen.
Fall 2023 - Ok, so this is going to be a controversial opinion. While I desperately wanted to find resources to learn about Quantitative Finance at UCLA, it is depressing that MATH 179 seems to be the single undergraduate class for it. Voss seems to be the only employed professor for this role in recent history, so afaik he has a wide choice in how much he wants to cover certain topics. Voss has practically zero industry experience being a Quant, as it appears that he wants to be a lifetime academic. While I can appreciate this in less applied fields in Math, I really think Voss should do more to nurture his students' interest in the topics. I came to Voss many times asking for direction or places to learn about X,Y,Z and I got the same response everytime "I don't know, I'm busy with my research"... Very disappointing from someone who had gotten so much hype for others. Overall for UCLA; It wouldn't be that hard to make 2-3 more classes on Quantitative Finance on coding, trading,etc, for undergraduates, although Anderson is trying to shill out their MFE program that costs $90k, so I doubt that will happen.
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