Autumn 2021
Meeting:
TTh 11:00am - 12:20pm / LOW 216
SLN:
12308
Section Type:
Lecture
Joint Sections:
CFRM 405 A
Instructor:
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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. Prerequisite: either AMATH 352, MATH 136, or MATH 208.
GE Requirements Met:
Natural Sciences (NSc)
Quantitative and Symbolic Reasoning (QSR)
Credits:
3.0
Status:
Active
Last updated:
May 3, 2024 - 4:01 pm