Autumn 2025
Meeting:
TTh 1:00pm - 2:20pm / GLD 322
SLN:
12224
Section Type:
Lecture
Joint Sections:
CFRM 405 A
Instructor:
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:
April 19, 2025 - 12:33 am