Winter 2021
Meeting:
MW 1:00pm - 2:50pm / * *
SLN:
12067
Section Type:
Lecture
Joint Sections:
CFRM 505 C , CFRM 505 B
Instructor:
FOR ADD CODE EMAIL ADVISOR SARAH
RILEY AT COMPFIN@UW.EDU
OFFERED VIA REMOTE LEARNING
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:
May 19, 2024 - 5:31 am