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Courses - Fall 2023
Finance Department Site
Financial Engineering
Credits: 2
Grad Meth: Reg
Prerequisite: BUFN610.
Restriction: Permission of BMGT-Robert H.
Credit only granted for: BUFN742 or BUFN766.
Formerly: BUFN766.
Introduces and applies various computational techniques useful in the management of equity and fixed income portfolios and the valuation of financial derivatives and fixed income securities. Techniques include Monte Carlo Simulation and binomial/lattice pricing models. Emphasis is on bridging theory with the design of algorithms and models that can be directly applied in practice.