CFRM 505 B: Monte Carlo Methods in Finance

Spring 2025
View in MyPlan View in Time Schedule
Meeting:
MW 9:00am - 10:20am / HRC 145
SLN:
11908
Section Type:
Lecture
Joint Sections:
CFRM 505 A , CFRM 505 C
Instructor:
FOR CAMPUS MS STUDENTS
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:
January 22, 2025 - 5:26 pm