CFRM 405 A: Mathematical Methods for Quantitative Finance

Autumn 2023
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Meeting:
TTh 11:00am - 12:20pm / CDH 135
SLN:
12270
Section Type:
Lecture
Joint Sections:
CFRM 405 B , CFRM 405 C
Instructor:
ADD CODE POLICY: AMATH.WASHINGTON.EDU/ADVISING -- ADD CODE WAITLIST: HTTPS://TINYURL.COM/4RNNN5TP -- IF COURSE REG NOT RESTRICTED BY ADD CODE, WAITLIST WILL NOT BE USED. USE UW NOTIFY TO BE NOTIFIED OF SEA AVAILABILITY AND ATTEMPT TO GAIN A SEAT IF ONE OPENS.
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 6, 2024 - 1:34 pm