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.
| Spring | Summer | Fall | ||
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| 2023 |
Financial Computation & Simul (3c)
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| 2022 |
Financial Computation & Simul (3c)
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| 2021 |
Financial Computation & Simul (3c)
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| 2020 | ||||
| 2019 |
Financial Computation (3c)
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| 2018 |
Financial Computation (3c)
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| 2017 |
Financial Computation (3c)
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| 2016 |
Financial Computation (3c)
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| 2015 |
Financial Computation (3c)
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| 2014 |
Financial Computation (3c)
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| 2013 |
Financial Computation (3c)
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| 2012 | ||||
| 2011 | ||||
| 2010 | ||||
| 2009 | ||||
| 2008 | ||||
| 2007 | ||||
| 2006 | ||||
| 2005 | ||||
| 2004 | ||||
| 2003 |
Des, Manuf, Mrkt I (3c)
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| 2002 |
Des, Manuf, Mrkt I (3c)
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| 2001 |
Des, Manuf, Mrkt I (3c)
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| 2000 |
Des, Manuf, Mrkt I (3c)
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| 1999 |
Des, Manuf, Mrkt I (3c)
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| 1998 |
Des, Manuf, Mrkt I (3c)
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