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CFRM 505 B: Monte Carlo Methods in Finance

Meeting Time: 
MW 1:30pm - 3:20pm
Location: 
LOW 206
SLN: 
11856
Joint Sections: 
CFRM 505 C, CFRM 505 A
Instructor:
Tim Leung
Tim Leung
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. Offered: A.
Credits: 
4.0
Status: 
Active
Last updated: 
October 17, 2018 - 9:00pm
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