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MGMT-6520: Financial Modeling and Optimization
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< meta property = "og:description" content = "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." >
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Financial Modeling and Optimization
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< h2 id = "code" >
MGMT-6520
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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.
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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
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< 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 >
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< tr >
< th colspan = "2" > < / th >
< th class = "summer2 midsum-label" > (Session 1)< / th >
< th class = "summer3 midsum-label" > (Session 2)< / th >
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< th class = "year" > 2023< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
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Financial Model & Optimization (3c)
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< ul class = "prof-list" >
< li > Aparna Gupta< / li >
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< span class = "course-capacity" >
Seats Taken: 0/40
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< th class = "year" > 2022< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
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< td class = "term fall offered" >
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< span class = "term-course-info" >
Financial Model & Optimization (3c)
< / span >
< ul class = "prof-list" >
< li > Aparna Gupta< / li >
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< span class = "course-capacity" >
Seats Taken: 20/40
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< th class = "year" > 2021< / th >
< td class = "term spring not-offered" >
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< 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" >
Financial Model & Optimization (3c)
< / span >
< ul class = "prof-list" >
< li > Aparna Gupta< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 28/40
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< th class = "year" > 2020< / th >
< td class = "term spring not-offered" >
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< td class = "term fall offered" >
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Financial Model & Optimization (3c)
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< ul class = "prof-list" >
< li > Aparna Gupta< / li >
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< span class = "course-capacity" >
Seats Taken: 16/20
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< th class = "year" > 2019< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
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< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
Financial Modeling (3c)
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< ul class = "prof-list" >
< li > Aparna Gupta< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 32/65
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< / td >
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< 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" >
Financial Modeling (3c)
< / span >
< ul class = "prof-list" >
< li > Nalin Chanaka Perera Edirisinghe< / li >
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< span class = "course-capacity" >
Seats Taken: 73/65
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< th class = "year" > 2017< / th >
< td class = "term spring not-offered" >
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< 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" >
Financial Modeling (3c)
< / span >
< ul class = "prof-list" >
< li > Nalin Chanaka Perera Edirisinghe< / li >
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< span class = "course-capacity" >
Seats Taken: 48/55
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< th class = "year" > 2016< / th >
< td class = "term spring not-offered" >
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< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
Financial Modeling (3c)
< / span >
< ul class = "prof-list" >
< li > Nalin Chanaka Perera Edirisinghe< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 61/0
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< th class = "year" > 2015< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
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< td class = "term fall offered" >
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Financial Modeling (3c)
< / span >
< ul class = "prof-list" >
< li > Nalin Chanaka Perera Edirisinghe< / li >
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< span class = "course-capacity" >
Seats Taken: 46/80
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< th class = "year" > 2014< / th >
< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
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< td class = "term fall offered" >
< div class = "view-container detail-view-container" >
< span class = "term-course-info" >
Financial Modeling (3c)
< / span >
< ul class = "prof-list" >
< li > Nalin Chanaka Perera Edirisinghe< / li >
< / ul >
< span class = "course-capacity" >
Seats Taken: 53/80
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< th class = "year" > 2013< / th >
< td class = "term spring not-offered" >
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< 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" >
Financial Modeling (3c)
< / span >
< ul class = "prof-list" >
< li > John L Teall< / li >
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< span class = "course-capacity" >
Seats Taken: 64/80
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< td class = "term spring not-offered" >
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< td class = "term fall not-offered" >
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< td class = "term fall not-offered" >
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< td class = "term spring not-offered" >
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< td colspan = "2" class = "term summer not-offered" >
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< td class = "term fall not-offered" >
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< td class = "term spring not-offered" >
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< td class = "term fall not-offered" >
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