Financial Modeling and Optimization

MGMT-6520

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.

Past Term Data