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
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