Winter 2024
Meeting:
TTh 10:00am - 11:20am / MGH 241
SLN:
11999
Section Type:
Lecture
Joint Sections:
CFRM 505 B , CFRM 505 A
Instructor:
FOR ONLINE MS STUDENTS
ONLINE STUDENTS MAY VIEW VIDEO
LECTURES AT ANY TIME OF DAY.
Catalog Description:
Monte Carlo simulations in quantitative finance for portfolio assembly and financial risk management. Students learn theory and methods of tracking the behavior of underlying securities in an option or portfolio and determine the derivative's value by taking the expected value of the discounted payoffs at maturity. Prerequisite: CFRM 501. Offered: A.
Credits:
4.0
Status:
Active
Last updated:
November 24, 2024 - 2:37 pm