Some relevant Princeton University courses are listed below. As part of the RTG, new courses will be developed by faculty and postdoctoral associates.
| Course Code | Course Title |
|---|---|
| ORF 504 | Financial Econometrics |
| ORF 505 | Modern Regression and Time Series |
| ORF 514 | Asset Pricing I: Pricing Models and Derivatives |
| ORF 515 | Asset Pricing II: Stochastic Calculus and Advanced Derivatives |
| ORF 518 | Applied Stochastic Analysis and Methods |
| ORF 522 | Linear Optimization |
| ORF 523 | Nonlinear Optimization |
| ORF 524 | Statistical Theory and Methods |
| ORF 525 | Generalized Regression Models |
| ORF 526 | Stochastic Modeling |
| ORF 527 | Stochastic Calculus and Finance |
| ORF 531 | Computational Finance in C++ |
| ORF 535 | Financial Risk Management |
| ORF 538 | Analytical and Computational Methods for Financial Engineering |
| ORF 542 | Controlled Markov Processes |
| ORF 551 | Probability Theory |
| ORF 554 | Markov Processes |
| ORF 555 | Fixed-Income Models |
| ORF 569 | Special Topics |
| ORF 570 | Special Topics |
| ORF 557 | Stochastic Analysis Seminar |
| ORF 575 | Financial Engineering Seminar |
| APC 550 | Introduction to Differential Equations |
| APC 503 | Analytical Techniques in Differential Equations |
| APC 505 | Numerical Methods in Computational Science |
| APC 583 | Wavelets: Applications of Wavelets in Mathematics and Other Fields |