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Jan 02, 2025
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MGMT 6520 - Financial Modeling and Optimization
This course introduces quantitative analysis for financial markets and instruments. The course covers applications of mathematical tools and optimization modeling to portfolio selection and fund management, risk analysis, hedging and valuation of financial assets, and financial planning under uncertainty. The course introduces applications of calculus, differential equations, and introduces stochastic processes within a financial markets context to address arbitrage pricing and equilibrium asset pricing models.
Prerequisites/Corequisites: MGMT 6020 or permission of instructor.
When Offered: Fall term annually.
Credit Hours: 3
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