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HTML
378 lines
15 KiB
HTML
<html>
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<head>
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<title>
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MGMT-6510 - Financial Computation and Simulation
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</title>
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<meta property="og:title" content="MGMT-6510 - Financial Computation and Simulation">
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<meta property="og:description" content="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.">
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<link rel="stylesheet" href="../css/common.css">
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<link rel="stylesheet" href="../css/coursedisplay.css">
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</head>
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<body class="search_plugin_added">
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<div id="qlog-header">
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<a id="qlog-wordmark" href="./"><svg><use href="./images/quatalogHWordmark.svg#QuatalogHWordmark"></use></svg></a>
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<input type="text" id="header-search" placeholder="Search..." onkeydown="prepSearch(this, event)">
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</div>
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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 Computation and Simulation
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</h1>
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<h2 id="code">
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MGMT-6510
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</h2>
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<p>
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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.
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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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<span class="none-rect">
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none
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</span>
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</div>
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</div>
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<div id="past-container">
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<h2 id="past-title">
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Past Term Data
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</h2>
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<input type="radio" id="simple-view-input" name="view-select" value="simple" checked="checked">
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<input type="radio" id="detail-view-input" name="view-select" value="detailed">
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<div id="opt-container">
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<div id="key-panel">
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<div id="yes-code" class="key-code">
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<span class="code-icon" id="yes-code-icon">
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<svg><use href="./icons.svg#circle-check"></use></svg>
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</span>
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Offered
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</div>
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<div id="no-code" class="key-code">
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<span class="code-icon" id="no-code-icon">
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<svg><use href="./icons.svg#circle-no"></use></svg>
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</span>
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Not Offered
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</div>
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<div id="diff-code" class="key-code">
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<span class="code-icon" id="diff-code-icon">
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<svg><use href="./icons.svg#circle-question"></use></svg>
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</span>
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Offered as Cross-Listing Only
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</div>
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<div id="nil-code" class="key-code">
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<span class="code-icon" id="nil-code-icon">
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<svg><use href="./icons.svg#circle-empty"></use></svg>
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</span>
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No Term Data
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</div>
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</div>
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<div id="control-panel">
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<label for="simple-view-input" id="simple-view-label" class="view-option-label">
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<span class="view-icon" id="simple-view-icon">
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<span class="view-icon-selected"><svg><use href="./icons.svg#circle-dot"></use></svg></span>
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<span class="view-icon-unselected"><svg><use href="./icons.svg#circle-empty"></use></svg></span>
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</span>
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Simple View
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</label>
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<label for="detail-view-input" id="detail-view-label" class="view-option-label">
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<span class="view-icon" id="detail-view-icon">
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<span class="view-icon-selected"><svg><use href="./icons.svg#circle-dot"></use></svg></span>
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<span class="view-icon-unselected"><svg><use href="./icons.svg#circle-empty"></use></svg></span>
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</span>
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Detailed View
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</label>
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</div>
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</div>
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<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">2023</th>
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<td class="term spring 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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Financial Computation & Simul (3c)
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</span>
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<ul class="prof-list">
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<li>Brian John Clark</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 16/40
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</span>
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</div>
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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 not-offered">
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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 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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Financial Computation & Simul (3c)
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</span>
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<ul class="prof-list">
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<li>Brian John Clark</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 24/40
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</span>
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</div>
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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 not-offered">
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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 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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Financial Computation & Simul (3c)
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</span>
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<ul class="prof-list">
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<li>Brian John Clark</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 25/30
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</span>
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</div>
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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 not-offered">
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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 not-offered">
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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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Financial Computation (3c)
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</span>
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<ul class="prof-list">
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<li>Brian John Clark</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 28/55
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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">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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Financial Computation (3c)
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</span>
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<ul class="prof-list">
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<li>Brian John Clark</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 77/80
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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">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">
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<span class="term-course-info">
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Financial Computation (3c)
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</span>
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<ul class="prof-list">
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<li>Brian John Clark</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 47/60
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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">
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<span class="term-course-info">
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Financial Computation (3c)
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</span>
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<ul class="prof-list">
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<li>Brian John Clark</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 56/80
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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">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>
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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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Financial Computation (3c)
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</span>
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<ul class="prof-list">
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<li>Brian John Clark</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 41/80
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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">
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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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Financial Computation (3c)
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</span>
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<ul class="prof-list">
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<li>Brian John Clark</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 56/80
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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">2013</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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Financial Computation (3c)
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</span>
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<ul class="prof-list">
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<li>Brian John Clark</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 60/50
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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">2012</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 not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2011</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 not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2010</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 not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2009</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 not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2008</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 not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2007</th>
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<td class="term spring unscheduled">
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</td>
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<td colspan="2" class="term summer unscheduled">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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</tbody>
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</table>
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</div>
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</div>
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</body>
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</html>
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