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MGMT-6510: Financial Computation and Simulation
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< meta property = "og:description" content = "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." >
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Financial Computation and Simulation
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< h2 id = "code" >
MGMT-6510
< / h2 >
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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.
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3 credits
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Prereqs:
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none
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Past Term Data
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Offered
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Not Offered
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Offered as Cross-Listing Only
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No Term Data
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Simple View
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Detailed View
< / label >
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< table id = "years-table" >
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< tr >
< th > < / th >
< th class = "spring season-label" > Spring< / th >
< th class = "summer season-label" colspan = "2" > Summer< / th >
< th class = "fall season-label" > Fall< / th >
< / tr >
< tr >
< th colspan = "2" > < / th >
< th class = "summer2 midsum-label" > (Session 1)< / th >
< th class = "summer3 midsum-label" > (Session 2)< / th >
< th > < / th >
< / tr >
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< tbody >
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< tr >
< th class = "year" > 2024< / th >
< td class = "term spring offered" >
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< span class = "term-course-info" >
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202401&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation & Simul (3c)< / a >
< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
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Seats Taken: 19/40
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< / span >
< / div >
< / td >
< td colspan = "2" class = "term summer unscheduled" >
< / td >
< td class = "term fall unscheduled" >
< / td >
< / tr >
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< tr >
< th class = "year" > 2023< / th >
< td class = "term spring offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202301&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation & Simul (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 16/40
< / span >
< / div >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2022< / th >
< td class = "term spring offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202201&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation & Simul (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 24/40
< / span >
< / div >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2021< / th >
< td class = "term spring offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202101&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation & Simul (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 25/30
< / span >
< / div >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2020< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2019< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201909&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 28/55
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2018< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201809&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 77/80
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2017< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201709&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation (3c)< / a >
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< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 47/60
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2016< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201609&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 56/80
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2015< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201509&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 41/80
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2014< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
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< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201409&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 56/80
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2013< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201309&subj_in=MGMT&crse_in=6510&schd_in=" > Financial Computation (3c)< / a >
2023-02-10 04:02:50 +00:00
< / span >
< ul class = "prof-list" >
< li > Brian John Clark< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 60/50
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2012< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2011< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2010< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2009< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2008< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2007< / th >
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< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2006< / th >
< td class = "term spring not-offered" >
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< / td >
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< td colspan = "2" class = "term summer not-offered" >
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< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
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< tr >
< th class = "year" > 2005< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2004< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall not-offered" >
< / td >
< / tr >
< tr >
< th class = "year" > 2003< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200309&subj_in=MGMT&crse_in=6510&schd_in=" > Des, Manuf, Mrkt I (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > Christopher McDermott< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 31/50
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2002< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200209&subj_in=MGMT&crse_in=6510&schd_in=" > Des, Manuf, Mrkt I (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > Christopher McDermott< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 58/100
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2001< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200109&subj_in=MGMT&crse_in=6510&schd_in=" > Des, Manuf, Mrkt I (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > Christopher McDermott< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 63/125
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 2000< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200009&subj_in=MGMT&crse_in=6510&schd_in=" > Des, Manuf, Mrkt I (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > Christopher McDermott< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 88/125
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 1999< / th >
< td class = "term spring not-offered" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=199909&subj_in=MGMT&crse_in=6510&schd_in=" > Des, Manuf, Mrkt I (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > Gina O'Connor< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 93/125
< / span >
< / div >
< / td >
< / tr >
< tr >
< th class = "year" > 1998< / th >
< td class = "term spring unscheduled" >
< / td >
< td colspan = "2" class = "term summer not-offered" >
< / td >
< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
2023-04-05 18:33:00 +00:00
< a href = "https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=199809&subj_in=MGMT&crse_in=6510&schd_in=" > Des, Manuf, Mrkt I (3c)< / a >
2023-02-22 04:39:06 +00:00
< / span >
< ul class = "prof-list" >
< li > Gina O'Connor< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 108/150
< / span >
< / div >
< / td >
< / tr >
2023-02-10 04:02:50 +00:00
< / tbody >
< / table >
< / div >
< / div >
< / body >
< / html >
