# Financial Computation and Simulation

## 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
Prereqs:
none

# 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) |
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