mirror of
https://github.com/quatalog/site.git
synced 2024-12-31 09:18:58 +00:00
385 lines
15 KiB
HTML
385 lines
15 KiB
HTML
<html>
|
|
<head>
|
|
<title>
|
|
MGMT-6520 - Financial Modeling and Optimization
|
|
</title>
|
|
<meta property="og:title" content="MGMT-6520 - Financial Modeling and Optimization">
|
|
<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.">
|
|
</head>
|
|
<body class="search_plugin_added">
|
|
<div id="qlog-header">
|
|
<a id="qlog-wordmark" href="./"><svg><use href="./images/quatalogHWordmark.svg#QuatalogHWordmark"></use></svg></a>
|
|
<input type="text" id="header-search" placeholder="Search..." onkeydown="prepSearch(this, event)">
|
|
</div>
|
|
<div id="cd-flex">
|
|
<div id="course-info-container">
|
|
<h1 id="name">
|
|
Financial Modeling and Optimization
|
|
</h1>
|
|
<h2 id="code">
|
|
MGMT-6520
|
|
</h2>
|
|
<p>
|
|
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.
|
|
</p>
|
|
<div id="cattrs-container">
|
|
<span id="credits-pill" class="attr-pill">
|
|
3 credits
|
|
</span>
|
|
</div>
|
|
<div id="prereq-container" class="rel-info-container">
|
|
<div id="prereq-title" class="rel-info-title">
|
|
Prereqs:
|
|
</div>
|
|
<div id="prereq-classes" class="rel-info-courses">
|
|
<span class="none-rect">
|
|
none
|
|
</span>
|
|
</div>
|
|
</div>
|
|
</div>
|
|
<div id="past-container">
|
|
<h2 id="past-title">
|
|
Past Term Data
|
|
</h2>
|
|
<div id="opt-container">
|
|
<div id="key-panel">
|
|
<div id="yes-code" class="key-code">
|
|
<span class="code-icon" id="yes-code-icon">
|
|
<svg><use href="./icons.svg#circle-check"></use></svg>
|
|
</span>
|
|
Offered
|
|
</div>
|
|
<div id="no-code" class="key-code">
|
|
<span class="code-icon" id="no-code-icon">
|
|
<svg><use href="./icons.svg#circle-no"></use></svg>
|
|
</span>
|
|
Not Offered
|
|
</div>
|
|
<div id="diff-code" class="key-code">
|
|
<span class="code-icon" id="diff-code-icon">
|
|
<svg><use href="./icons.svg#circle-question"></use></svg>
|
|
</span>
|
|
Offered as Cross-Listing Only
|
|
</div>
|
|
<div id="nil-code" class="key-code">
|
|
<span class="code-icon" id="nil-code-icon">
|
|
<svg><use href="./icons.svg#circle-empty"></use></svg>
|
|
</span>
|
|
No Term Data
|
|
</div>
|
|
</div>
|
|
<div id="control-panel">
|
|
<label for="simple-view-input" id="simple-view-label" class="view-option-label">
|
|
<span class="view-icon" id="simple-view-icon">
|
|
<span class="view-icon-selected"><svg><use href="./icons.svg#circle-dot"></use></svg></span>
|
|
<span class="view-icon-unselected"><svg><use href="./icons.svg#circle-empty"></use></svg></span>
|
|
</span>
|
|
Simple View
|
|
</label>
|
|
<label for="detail-view-input" id="detail-view-label" class="view-option-label">
|
|
<span class="view-icon" id="detail-view-icon">
|
|
<span class="view-icon-selected"><svg><use href="./icons.svg#circle-dot"></use></svg></span>
|
|
<span class="view-icon-unselected"><svg><use href="./icons.svg#circle-empty"></use></svg></span>
|
|
</span>
|
|
Detailed View
|
|
</label>
|
|
</div>
|
|
</div>
|
|
<table>
|
|
<thead>
|
|
<tr>
|
|
<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>
|
|
</tr>
|
|
<tr>
|
|
<th colspan="2"></th>
|
|
<th class="summer2 midsum-label">(Session 1)</th>
|
|
<th class="summer3 midsum-label">(Session 2)</th>
|
|
<th></th>
|
|
</tr>
|
|
</thead>
|
|
<tbody>
|
|
<tr>
|
|
<th class="year">2023</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 Model & Optimization (3c)
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Aparna Gupta</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 0/40
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2022</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 Model & Optimization (3c)
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Aparna Gupta</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 20/40
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2021</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 Model & Optimization (3c)
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Aparna Gupta</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 28/40
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2020</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 Model & Optimization (3c)
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Aparna Gupta</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 16/20
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2019</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>Aparna Gupta</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 32/65
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<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>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 73/65
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2017</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>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 48/55
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2016</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>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 61/0
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2015</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>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 46/80
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2014</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>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 53/80
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<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">
|
|
Financial Modeling (3c)
|
|
</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 unscheduled">
|
|
</td>
|
|
<td colspan="2" class="term summer unscheduled">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
</div>
|
|
</body>
|
|
</html>
|