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: Corequisite: MGMT 6510 or permission of instructor.

When Offered: Fall term annually.

Cross Listed: MGMT 4490; students cannot earn credit for both.

Credit Hours: 3

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MGMT 6520 - Financial Modeling