CFRM 505 A: Monte Carlo Methods in Finance

Winter 2024
Meeting:
TTh 10:00am - 11:20am / MGH 241
SLN:
11997
Section Type:
Lecture
Joint Sections:
CFRM 505 C , CFRM 505 B
Instructor:
FOR ADD CODE EMAIL COMPFIN@UW.EDU
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 25, 2024 - 4:44 pm