CFRM 405 A: Mathematical Methods for Quantitative Finance

Autumn 2024
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Meeting:
TTh 1:00pm - 2:20pm / OUG 136
SLN:
12319
Section Type:
Lecture
Joint Sections:
CFRM 405 B
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 SEAT 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:
September 5, 2024 - 7:12 am