# Financial Computation & Simul

## MGMT-6510

The primary objective of this course is to provide the first or second semester financial engineering student with basic quantitative and analytical tools necessary for sound financial decision making, particularly in quantitative finance and risk analytics contexts. The course emphasizes financial computation techniques, whereby students learn standard methodologies to obtain numerical solutions to financial problems. Topics include solving linear and nonlinear systems of equations, optimization, lattices, Monte Carlo simulation, and finite difference methods as applied to common financial problems. R is the primary computing language used in this course.

3 credits
Cross-listed with:
MGMT-4960 Topics in MGMT
Prereqs:
MGMT-6520 Financial Model & Optimization

# Past Term Data
Offered
Not Offered
Offered as Cross-Listing Only
No Term Data
Simple View
Detailed View

| Spring | Summer | Fall
--- | --- | --- | ---
| (Session 1) | (Session 2) |
2026 |  |  |

2025

Financial Computation & Simul (3c)

- Brian John Clark

Seats Taken: 12/30

Financial Computation & Simul (3c)

- Brian John Clark

Seats Taken: 9/15

2024

Financial Computation & Simul (3c)

- Brian John Clark

Seats Taken: 23/35

2023

Financial Computation & Simul (3c)

- Brian John Clark

Seats Taken: 16/40

2022

Financial Computation & Simul (3c)

- Brian John Clark

Seats Taken: 24/40

2021

Financial Computation & Simul (3c)

- Brian John Clark

Seats Taken: 25/30

2020 |  |  |

2019

Financial Computation (3c)

- Brian John Clark

Seats Taken: 28/55

2018

Financial Computation (3c)

- Brian John Clark

Seats Taken: 77/80

2017

Financial Computation (3c)

- Brian John Clark

Seats Taken: 47/60

2016

Financial Computation (3c)

- Brian John Clark

Seats Taken: 56/80

2015

Financial Computation (3c)

- Brian John Clark

Seats Taken: 41/80

2014

Financial Computation (3c)

- Brian John Clark

Seats Taken: 56/80

2013

Financial Computation (3c)

- Brian John Clark

Seats Taken: 60/50

2012 |  |  |
2011 |  |  |
2010 |  |  |
2009 |  |  |
2008 |  |  |
2007 |  |  |
2006 |  |  |
2005 |  |  |
2004 |  |  |

2003

Des, Manuf, Mrkt I (3c)

- Christopher McDermott

Seats Taken: 31/50

2002

Des, Manuf, Mrkt I (3c)

- Christopher McDermott

Seats Taken: 58/100

2001

Des, Manuf, Mrkt I (3c)

- Christopher McDermott

Seats Taken: 63/125

2000

Des, Manuf, Mrkt I (3c)

- Christopher McDermott

Seats Taken: 88/125

1999

Des, Manuf, Mrkt I (3c)

- Gina O'Connor

Seats Taken: 93/125

1998

Des, Manuf, Mrkt I (3c)

- Gina O'Connor

Seats Taken: 108/150