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CFRM 405 B: Mathematical Methods For Quantitative Finance

Meeting Time: 
MWF 3:30pm - 4:20pm
Location: 
LOW 216
SLN: 
23392
Joint Sections: 
CFRM 405 A
Instructor:
Xin Chen
Xin Chen
Catalog Description: 
Covers selected mathematical methods needed to begin a master's program in quantitative finance. Topics include applications of calculus, linear algebra, and constrained optimization methods to fixed income, portfolio optimization, futures, options, and risk management.
GE Requirements: 
Natural World (NW)
Quantitative and Symbolic Reasoning (QSR)
Credits: 
3.0
Status: 
Active
Last updated: 
November 14, 2017 - 9:10pm
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