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HTML
566 lines
24 KiB
HTML
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<title>
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MGMT-6520: Financial Model & Optimization
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</title>
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<meta property="og:title" content="MGMT-6520: Financial Model & 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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<div id="cd-flex">
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<div id="course-info-container">
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<h1 id="name">
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Financial Model & Optimization
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</h1>
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<h2 id="code">
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MGMT-6520
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</h2>
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<p>
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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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</p>
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<div id="cattrs-container">
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<span id="credits-pill" class="attr-pill">
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3 credits
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</span>
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</div>
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<div id="prereq-container" class="rel-info-container">
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<div id="prereq-title" class="rel-info-title">
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Prereqs:
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</div>
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<div id="prereq-classes" class="rel-info-courses">
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<a class="course-pill" href="MGMT-6020">MGMT-6020 Financial Management I</a>
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</div>
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<div id="past-container">
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<h1 id="past-title">
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Past Term Data
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Offered
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Offered as Cross-Listing Only
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<label for="simple-view-input" id="simple-view-label" class="view-option-label">
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Simple View
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<label for="detail-view-input" id="detail-view-label" class="view-option-label">
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Detailed View
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</label>
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</div>
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<table id="years-table">
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<thead>
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<tr>
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<th></th>
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<th class="spring season-label">Spring</th>
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<th class="summer season-label" colspan="2">Summer</th>
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<th class="fall season-label">Fall</th>
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</tr>
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<tr>
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<th colspan="2"></th>
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<th class="summer2 midsum-label">(Session 1)</th>
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<th class="summer3 midsum-label">(Session 2)</th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<th class="year">2024</th>
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<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>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202409&subj_in=MGMT&crse_in=6520&schd_in=">Financial Model & Optimization (3c)</a>
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</span>
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<ul class="prof-list">
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<li>Aparna Gupta</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 13/30
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2023</th>
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<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>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202309&subj_in=MGMT&crse_in=6520&schd_in=">Financial Model & Optimization (3c)</a>
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</span>
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<ul class="prof-list">
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<li>Aparna Gupta</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 24/30
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2022</th>
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<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>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202209&subj_in=MGMT&crse_in=6520&schd_in=">Financial Model & Optimization (3c)</a>
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</span>
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<ul class="prof-list">
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<li>Aparna Gupta</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 20/40
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2021</th>
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<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>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202109&subj_in=MGMT&crse_in=6520&schd_in=">Financial Model & Optimization (3c)</a>
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</span>
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<ul class="prof-list">
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<li>Aparna Gupta</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 28/40
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2020</th>
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<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>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=202009&subj_in=MGMT&crse_in=6520&schd_in=">Financial Model & Optimization (3c)</a>
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</span>
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<ul class="prof-list">
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<li>Aparna Gupta</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 16/20
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2019</th>
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<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>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<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=6520&schd_in=">Financial Modeling (3c)</a>
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</span>
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<ul class="prof-list">
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<li>Aparna Gupta</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 32/65
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2018</th>
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<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>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<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=6520&schd_in=">Financial Modeling (3c)</a>
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</span>
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<ul class="prof-list">
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<li>Nalin Chanaka Perera Edirisinghe</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 73/65
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2017</th>
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<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>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201709&subj_in=MGMT&crse_in=6520&schd_in=">Financial Modeling (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Nalin Chanaka Perera Edirisinghe</li>
|
|
</ul>
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|
<span class="course-capacity">
|
|
Seats Taken: 48/55
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2016</th>
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<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>
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|
<td class="term fall offered">
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|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201609&subj_in=MGMT&crse_in=6520&schd_in=">Financial Modeling (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Nalin Chanaka Perera Edirisinghe</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 61/0
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2015</th>
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<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 offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201509&subj_in=MGMT&crse_in=6520&schd_in=">Financial Modeling (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Nalin Chanaka Perera Edirisinghe</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 46/80
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2014</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 offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201409&subj_in=MGMT&crse_in=6520&schd_in=">Financial Modeling (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Nalin Chanaka Perera Edirisinghe</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 53/80
|
|
</span>
|
|
</div>
|
|
</td>
|
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</tr>
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<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">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=201309&subj_in=MGMT&crse_in=6520&schd_in=">Financial Modeling (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>John L Teall</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 64/80
|
|
</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>
|
|
<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">
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</td>
|
|
</tr>
|
|
<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">
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|
</td>
|
|
</tr>
|
|
<tr>
|
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<th class="year">2004</th>
|
|
<td class="term spring offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200401&subj_in=MGMT&crse_in=6520&schd_in=">Design, Mfg, & Mkt II (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Christopher McDermott</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 29/40
|
|
</span>
|
|
</div>
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2003</th>
|
|
<td class="term spring offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200301&subj_in=MGMT&crse_in=6520&schd_in=">Design, Mfg, & Mkt II (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Christopher McDermott</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 55/100
|
|
</span>
|
|
</div>
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2002</th>
|
|
<td class="term spring offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200201&subj_in=MGMT&crse_in=6520&schd_in=">Design, Mfg, & Mkt II (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Christopher McDermott</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 58/100
|
|
</span>
|
|
</div>
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2001</th>
|
|
<td class="term spring offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200101&subj_in=MGMT&crse_in=6520&schd_in=">Design, Mfg, & Mkt II (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Christopher McDermott</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 84/90
|
|
</span>
|
|
</div>
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2000</th>
|
|
<td class="term spring offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=200001&subj_in=MGMT&crse_in=6520&schd_in=">Design, Mfg, & Mkt II (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Gina O'Connor</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 85/130
|
|
</span>
|
|
</div>
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">1999</th>
|
|
<td class="term spring offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
<a href="https://sis.rpi.edu/rss/bwckctlg.p_disp_listcrse?term_in=199901&subj_in=MGMT&crse_in=6520&schd_in=">Design, Mfg, & Mkt II (3c)</a>
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Gina O'Connor</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 100/130
|
|
</span>
|
|
</div>
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</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 not-offered">
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
</div>
|
|
</body>
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</html>
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