Thursdays 5:10-7 p.m.
WWH, room 312
Updated August 31, 2008
Instructor: Petter N. Kolm
Office: Warren Weaver Hall, room 628
Phone: +1 (212) 998-4855
Office hours: TBD and by appointment
September 4, initial meeting
September 11, second meeting
September 18, third meeting
November 6, midterm progress presentations
November 13, midterm progress presentations
Final presentations in December, TBD
Content: You will conduct research projects individually or in small
teams under the guidance of finance professionals. The course
culminates in oral and written presentations of the research results.
Course requirements and grading:
1. Project proposal. Due Friday, September 26.
2. Midterm progress report. Due Friday, October 31.
3. Midterm progress presentation. Each project team will give a 3-5
minute oral progress presentation using PowerPoint (or similar) on
November 6 or 13.
4. Final written reports. Due Friday, December 5. Each team will
submit 2 files: (i) a written research report, and (ii) an executive
summary of 1-2 pages. Reports have to be approved by your project
advisor and by Prof. Kolm.
5. Final oral presentation. Each team will give an 8-10 minute oral
presentation using PowerPoint (or similar) by the end of the term.
Dates for these presentations will be announced in early December.
Grading: Grades for this course will be based (1) timeliness in
meeting deadlines (20%), (2) midterm and final presentations (40%), and
(3) midterm progress and final reports (40%).
• Nicholas J. Higham, Handbook of Writing for the Mathematical Sciences, Society for Industrial and Applied Mathematics, 1998
• William Strunk Jr. and E.B. White, The Elements of Style, Longman, 1999
• Vance Van Petten, Ten Minutes to the Speech: Your Last-Minute
Guide and Checklist for Speaking in Public, Tallfellow Press, 2007
• Scientifically Speaking, http://www.tos.org/pdfs/sci_speaking.pdf
• Some examples of PowerPoint presentations on quantitative finance
(from the Quantitative Methods in Finance Conference 2006) can be found