May 05, 2024  
Rensselaer Catalog 2013-2014 
    
Rensselaer Catalog 2013-2014 [Archived Catalog]

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MGMT 6520 - Financial Modeling


This course introduces quantitative analysis for financial markets and instruments. The course covers applications of linear math to hedging and valuation, applications of calculus to valuation and risk analysis, introduces differential equations and their applications to hedging and valuation and introduces stochastic processes in a financial markets context. Course coverage will also extend to portfolio analysis and standard equilibrium asset pricing models.

Prerequisites/Corequisites: MGMT 4040 or undergraduate courses in statistics and calculus.

When Offered: Fall term annually.



Credit Hours: 3



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